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
收藏
页码：351 / 362
页数：12
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