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Probability Seminar


SPEAKER: Dr. Olga L. Iziumtseva

TITLE: On regularization of the formal Fourier - Wiener transform of the self-intersection local time of planar Gaussian process

ABSTRACT:The Fourier--Wiener transform of the formal expression for amultiple self-intersection local time is described in terms of anintegral, which is divergent on the diagonals. The method ofregularization we used in this work is related to the regularization offunctions with non integrable singularities. As an example, the problemof regularization is solved for a compactly perturbed Wiener process.

Monday, 01 October, 2012


Contact:

Betty Morgan
Phone: 974-2463


Cost:

Free

Ayres Hall

Room 112
Knoxville , TN

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