Intersection local times as generalized white noise functionals

被引：22

作者：

DeFaria, M

Hida, T

Streit, L

Watanabe, H

机构：

[1] UNIV BIELEFELD, BIBOS, D-33501 BIELEFELD, GERMANY

[2] OKAYAMA UNIV SCI, OKAYAMA 700, JAPAN

来源：

ACTA APPLICANDAE MATHEMATICAE | 1997年 / 46卷 / 03期

关键词：

Brownian motion; local time; white noise analysis;

D O I：

10.1023/A:1005782030567

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

For any dimension we present the expansions of Brownian motion self-intersection local times in terms of multiple Wiener integrals. Suitably subtracted, they exist in the sense of generalized white noise functionals; their kernel functions are given in closed (and remarkably simple) form.

引用

页码：351 / 362

页数：12

共 34 条

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