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Brownian local times

✍ Scribed by H.P McKean

Publisher
Elsevier Science
Year
1975
Tongue
English
Weight
864 KB
Volume
16
Category
Article
ISSN
0001-8708

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πŸ“œ SIMILAR VOLUMES

Plane Wave Decomposition of Even-Dimensi
Plane Wave Decomposition of Even-Dimensional Brownian Local Times
✍ Hideaki Uemura πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 154 KB

We study the one-dimensional representations of even-dimensional Brownian local time in two ways. The first result is obtained by the application of the odddimensional case. The second is led by the plane wave decomposition of the $-function. The Hilbert transform of derivatives of local time is con

Multiple Intersection Local Time of Plan
Multiple Intersection Local Time of Planar Brownian Motion as a Particular Hida Distribution
✍ Peter Imkeller; Jia-An Yan πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 704 KB

Subspaces of the space of Hida distributions are quantified in which the multiple intersection local time of planar Brownian motion, renormalized by taking off the term of order zero in its chaos decomposition, lives. This is done by means of a new formula expressing the expectation of higher produc