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Intersection Local Times of Independent Brownian Motions as Generalized White Noise Functionals

✍ Scribed by Sergio Albeverio; Maria João Oliveira; Ludwig Streit


Book ID
110327260
Publisher
Springer Netherlands
Year
2001
Tongue
English
Weight
165 KB
Volume
69
Category
Article
ISSN
0167-8019

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Multiple Intersection Local Time of Plan
✍ Peter Imkeller; Jia-An Yan 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 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