MULTIPLE INTERSECTION LOCAL TIMES IN TERMS OF WHITE NOISE-Reference-Cited by-同舟云学术

MULTIPLE INTERSECTION LOCAL TIMES IN TERMS OF WHITE NOISE

Published:2001-12 Issue:04 Volume:04 Page:533-543
ISSN:0219-0257
Container-title:Infinite Dimensional Analysis, Quantum Probability and Related Topics
language:en
Short-container-title:Infin. Dimens. Anal. Quantum. Probab. Relat. Top.

Author:

MENDONÇA SANDRA¹,STREIT LUDWIG¹

Affiliation:

1. Universidade da Madeira, P 9000-081 Funchal, Portugal

Abstract

We show how multiple intersections of Brownian motion can be expressed in terms of generalized white noise functionals. We also calculate the kernels of their chaos expansions and discuss their L2 properties.

Publisher

World Scientific Pub Co Pte Lt

Subject

Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219025701000589

Reference11 articles.

1. Triple points of Brownian paths in 3-space

2. Regularized Self-Intersection Local Times of Planar Brownian Motion

3. Generalized Functionals in Gaussian Spaces: The Characterization Theorem Revisited

4. Sur La Saucisse De Wiener et les Points Multiples du Mouvement Brownien

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