Intersection local times of independent Brownian motions as generalized white noise functionals

Detalhes bibliográficos
Autor(a) principal: Albeverio, Sergio
Data de Publicação: 2001
Outros Autores: Oliveira, Maria João, Streit, Ludwig
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.2/1670
Resumo: The original publication is available at http://www.springerlink.com/content/14jtbl19nh37ggtx/fulltext.pdf
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spelling Intersection local times of independent Brownian motions as generalized white noise functionalsIntersection local timesBrownian motionChaos expansionWhite noise functionalsPolymersQuantum fieldsDonsker's δ-functionHida distributionsThe original publication is available at http://www.springerlink.com/content/14jtbl19nh37ggtx/fulltext.pdfA "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.Springer VerlagRepositório AbertoAlbeverio, SergioOliveira, Maria JoãoStreit, Ludwig2010-11-12T11:46:05Z20012001-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.2/1670engAlbeverio, 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. 221-2410167-8019info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-11-16T15:14:24Zoai:repositorioaberto.uab.pt:10400.2/1670Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T22:43:23.444610Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Intersection local times of independent Brownian motions as generalized white noise functionals
title Intersection local times of independent Brownian motions as generalized white noise functionals
spellingShingle Intersection local times of independent Brownian motions as generalized white noise functionals
Albeverio, Sergio
Intersection local times
Brownian motion
Chaos expansion
White noise functionals
Polymers
Quantum fields
Donsker's δ-function
Hida distributions
title_short Intersection local times of independent Brownian motions as generalized white noise functionals
title_full Intersection local times of independent Brownian motions as generalized white noise functionals
title_fullStr Intersection local times of independent Brownian motions as generalized white noise functionals
title_full_unstemmed Intersection local times of independent Brownian motions as generalized white noise functionals
title_sort Intersection local times of independent Brownian motions as generalized white noise functionals
author Albeverio, Sergio
author_facet Albeverio, Sergio
Oliveira, Maria João
Streit, Ludwig
author_role author
author2 Oliveira, Maria João
Streit, Ludwig
author2_role author
author
dc.contributor.none.fl_str_mv Repositório Aberto
dc.contributor.author.fl_str_mv Albeverio, Sergio
Oliveira, Maria João
Streit, Ludwig
dc.subject.por.fl_str_mv Intersection local times
Brownian motion
Chaos expansion
White noise functionals
Polymers
Quantum fields
Donsker's δ-function
Hida distributions
topic Intersection local times
Brownian motion
Chaos expansion
White noise functionals
Polymers
Quantum fields
Donsker's δ-function
Hida distributions
description The original publication is available at http://www.springerlink.com/content/14jtbl19nh37ggtx/fulltext.pdf
publishDate 2001
dc.date.none.fl_str_mv 2001
2001-01-01T00:00:00Z
2010-11-12T11:46:05Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.2/1670
url http://hdl.handle.net/10400.2/1670
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 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
0167-8019
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Springer Verlag
publisher.none.fl_str_mv Springer Verlag
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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