Multiple path integrals (Q1083128)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3976041
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multiple path integrals |
scientific article; zbMATH DE number 3976041 |
Statements
Multiple path integrals (English)
0 references
1986
0 references
The notion of additive functional of order k for a Markov process is introduced and studied in a general setting. Usual additive functionals are recovered in the case \(k=1\). An important special case of these generalized additive functionals is the self-intersection local times of Brownian motion, which have been studied in many recent papers. A relationship is described between additive functionals of order k for one process, and additive functionals of k independent processes, which have been studied by the author in a previous paper [J. Funct. Anal. 42, 64- 101 (1981; Zbl 0467.60069)].
0 references
additive functional
0 references
self-intersection local times of Brownian motion
0 references
0.7898974418640137
0 references
0.7665596008300781
0 references
