Browsing by Author "Albeverio, Sergio"
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- Intersection local times of independent Brownian motions as generalized white noise functionalsPublication . Albeverio, Sergio; Oliveira, Maria João; Streit, LudwigA "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.