Multiple intersection local time of planar Brownian motion as a particular Hida distribution

DOI10.1006/JFAN.1996.0107zbMATH Open0865.60034OpenAlexW2081673710MaRDI QIDQ1923701FDOQ1923701

Authors: P. Imkeller, Jia-An Yan 

Publication date: 7 July 1997

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.1996.0107

Recommendations

• MULTIPLE INTERSECTION LOCAL TIMES IN TERMS OF WHITE NOISE
• Intersection local times as generalized white noise functionals
• scientific article; zbMATH DE number 751030
• White noise analysis and Tanaka formula for intersections of planar Brownian motion

zbMATH Keywords

local timeplanar Brownian motionmultiple intersectionHida distribution

Mathematics Subject Classification ID

Brownian motion (60J65) Generalized stochastic processes (60G20) Local time and additive functionals (60J55)

Cited In (6)

• Collision local times of two independent fractional Brownian motions
• MULTIPLE INTERSECTION LOCAL TIMES IN TERMS OF WHITE NOISE
• Study on the multiple self-intersection local time of symmetric stable processes
• Hilbert-valued self-intersection local times for planar Brownian motion
• Gaussian distributions and intersection local time
• Derivative of multiple self-intersection local time for fractional Brownian motion

This page was built for publication: Multiple intersection local time of planar Brownian motion as a particular Hida distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1923701)