Izyumtseva Olga Leonidivna
Publications
Publications
Books
1) Dorogovtsev A.A., Izyumtseva O.L. Self-intersection local times for Gaussian processes.- Germany: LAP LAMBERT Academic Publishing.- ISBN: 978-3-8454-7735-0, 2011.-152 p. (Russian)
Papers
1) A.A. Dorogovtsev, O.L. Izyumtseva, G.V. Riabov, N. Salhi, Clark formula for local time for one class of Gaussian processes, Communications on Stochastic Analysis, 10, no. 2, 2016, 239-255.
2) O.L.Izyumtseva, Moments estimates for local times of a class of Gaussian processes, Communications on Stochastic Analysis 10 (2016), no.1, 97-116.
3) A.A. Дороговцев, O.Л. Изюмцева Локальные времена самопересечения // Украинский математический журнал, Т. 68, № 3, 2016, C. 291-341.
4) A.A. Dorogovtsev, O.L. Izyumtseva On self-intersection local times for generalized Brownian bridges and the distance between step functions// Theory of stochastic Processes, V. 20 (36), No. 1, 2015, P. 1-13.
5) A.A. Dorogovtsev, O.L. Izyumtseva Properties of Gaussian local times // Lithuanian Mathematical Journal V. 55 (4), 2015, P. 489-505.
6) O.L. Izyumtseva On the local times for Gaussian integrators // Theory of stochastic Processes. – V. 19 (35), No. 1, 2014. - P. 11-25
7) А.А. Dorogovtsev, О.L. Izyumtseva Self-intersection local times for Gassian processes in the plane // Doklady Akademii Nauk. - V. 454, No. 3 .- 2014. - P. 262-264.
8) A.A. Dorogovtsev, O.L.Izyumtseva Asymptotic and geometric properties of compactly perturbed Wiener process and self-intersection local time // Communications on Stochastic Analysis. - V. 7, No. 2. - 2013. - P. 337-348
9) Dorogovtsev A.A., Izyumtseva O.L. On regularization of the formal Fourier-Wiener transform of the self-intersection local time of a planar Gaussian process // Theory of stochastic Processes. - 2011. - V.17 (33), No. 1. - P. 28-38.
10) Izyumtseva O.L. Some remarks about multiple self-intersection local time // Visn. Odes. Nation. Univ. Math. Mech. - 2008. - V. 13, No 18. - P. 45-53.
11) Izyumtseva O.L. Another view on the local time of self-intersection for a function of Wiener process // Theory Stoch. Process. - 2009. - V.15 (33), No. 2. - P. 119-125
12) Izyumtseva O.L. Self-intersection local time constructed by singular measure // Math. bull. of the Shevchenko scientific society. - 2008. - V. 5. - P. 47-62
13) Izyumtseva O.L. The constant of renormalization for self-intersection local time of diffusion process in the plane // Ukr. math. journal. - 2008. - V. 60, No 11. - P. 1489-1498
Books
1) Dorogovtsev A.A., Izyumtseva O.L. Self-intersection local times for Gaussian processes.- Germany: LAP LAMBERT Academic Publishing.- ISBN: 978-3-8454-7735-0, 2011.-152 p. (Russian)
Papers
1) A.A. Dorogovtsev, O.L. Izyumtseva, G.V. Riabov, N. Salhi, Clark formula for local time for one class of Gaussian processes, Communications on Stochastic Analysis, 10, no. 2, 2016, 239-255.
2) O.L.Izyumtseva, Moments estimates for local times of a class of Gaussian processes, Communications on Stochastic Analysis 10 (2016), no.1, 97-116.
3) A.A. Дороговцев, O.Л. Изюмцева Локальные времена самопересечения // Украинский математический журнал, Т. 68, № 3, 2016, C. 291-341.
4) A.A. Dorogovtsev, O.L. Izyumtseva On self-intersection local times for generalized Brownian bridges and the distance between step functions// Theory of stochastic Processes, V. 20 (36), No. 1, 2015, P. 1-13.
5) A.A. Dorogovtsev, O.L. Izyumtseva Properties of Gaussian local times // Lithuanian Mathematical Journal V. 55 (4), 2015, P. 489-505.
6) O.L. Izyumtseva On the local times for Gaussian integrators // Theory of stochastic Processes. – V. 19 (35), No. 1, 2014. - P. 11-25
7) А.А. Dorogovtsev, О.L. Izyumtseva Self-intersection local times for Gassian processes in the plane // Doklady Akademii Nauk. - V. 454, No. 3 .- 2014. - P. 262-264.
8) A.A. Dorogovtsev, O.L.Izyumtseva Asymptotic and geometric properties of compactly perturbed Wiener process and self-intersection local time // Communications on Stochastic Analysis. - V. 7, No. 2. - 2013. - P. 337-348
9) Dorogovtsev A.A., Izyumtseva O.L. On regularization of the formal Fourier-Wiener transform of the self-intersection local time of a planar Gaussian process // Theory of stochastic Processes. - 2011. - V.17 (33), No. 1. - P. 28-38.
10) Izyumtseva O.L. Some remarks about multiple self-intersection local time // Visn. Odes. Nation. Univ. Math. Mech. - 2008. - V. 13, No 18. - P. 45-53.
11) Izyumtseva O.L. Another view on the local time of self-intersection for a function of Wiener process // Theory Stoch. Process. - 2009. - V.15 (33), No. 2. - P. 119-125
12) Izyumtseva O.L. Self-intersection local time constructed by singular measure // Math. bull. of the Shevchenko scientific society. - 2008. - V. 5. - P. 47-62
13) Izyumtseva O.L. The constant of renormalization for self-intersection local time of diffusion process in the plane // Ukr. math. journal. - 2008. - V. 60, No 11. - P. 1489-1498