MULTIPLE INTERSECTION LOCAL TIMES IN TERMS OF WHITE NOISE

DOI10.1142/S0219025701000589MaRDI QIDQ4460462zbMATH OpenFDO

Authors Sandra Mendoça, L. Streit

Publication date 18 May 2004

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0219025701000589

zbMATH Keywords

Brownian motionchaos expansionsgeneralized white noise functionals

Mathematics Subject Classification ID

White noise theory (60H40) Local time and additive functionals (60J55) Brownian motion (60J65)

Recommendations

• Intersection local times as generalized white noise functionals
• Intersection local times of independent Brownian motions as generalized white noise functionals
• Multiple intersection local time of planar Brownian motion as a particular Hida distribution
• scientific article; zbMATH DE number 751030
• Intersection local times of independent fractional Brownian motions as generalized white noise functionals

Cites work

• Generalized functionals in Gaussian spaces: The characterization theorem revisited
• Intersection local times as generalized white noise functionals
• Le Mouvement Brownien Plan
• Regularized self-intersection local times of planar Brownian motion
• Sur la saucisse de Wiener et les points multiples du mouvement Brownien. (On the Wiener sausage and the multiple points of Brownian motion)
• The local time of self-intersections of Brownian motions as generalized Brownian functionals
• White noise analysis and Tanaka formula for intersections of planar Brownian motion
• Wiener path intersections and local time

Cited in

(10)

• Intersection local times as generalized white noise functionals
• Chaos decomposition and gap renormalization of Brownian self-intersection local times
• Multiple intersection local time of planar Brownian motion as a particular Hida distribution
• Local time and related sample paths of filtered white noises
• RENORMALISATION DU TEMPS LOCAL DES POINTS TRIPLES DU MOUVEMENT BROWNIEN
• scientific article; zbMATH DE number 751030 (Why is no real title available?)
• Local times of self-intersection for multidimensional Brownian motion
• Local Times in White Noise Analysis
• Intersection local times of independent fractional Brownian motions as generalized white noise functionals
• Derivative of multiple self-intersection local time for fractional Brownian motion

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