Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.2/1670
Título: Intersection local times of independent Brownian motions as generalized white noise functionals
Autor: Albeverio, Sergio
Oliveira, Maria João
Streit, Ludwig
Palavras-chave: Intersection local times
Brownian motion
Chaos expansion
White noise functionals
Polymers
Quantum fields
Donsker's δ-function
Hida distributions
Data: 2001
Editora: Springer Verlag
Citação: Albeverio, Serigio; Oliveira, Maria João; Streit, Ludwing - Intersection local times of independent Brownian motions as generalized white noise functionals. "Acta Applicandae Mathematicae" [Em linha]. ISSN 0167-8019 (Print) 1572-9036 (Online). Vol. 69, nº 3 (2001), p. 221-241
Resumo: A "chaos expansion" of the intersection local time functional of two independent Brownian motions in Rd is given. The expansion is in terms of normal products of white noise (corresponding to multiple Wiener integrals). As a consequence of the local structure of the normal products, the kernel functions in the expansion are explicitly given and exhibit clearly the dimension dependent singularities of the local time functional. Their Lp-properties are discussed. An important tool for deriving the chaos expansion is a computation of the "S-transform" of the corresponding regularized intersection local times and a control about their singular limit.
Descrição: The original publication is available at http://www.springerlink.com/content/14jtbl19nh37ggtx/fulltext.pdf
URI: http://hdl.handle.net/10400.2/1670
ISSN: 0167-8019
1572-9036
Versão do Editor: DOI: 10.1023/A:1014212906782
Aparece nas colecções:Matemática e Estatística - Artigos em revistas internacionais / Papers in international journals

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