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

Registro completo de metadados
MetadadosDescriçãoIdioma
Autor(es): dc.creatorAlbeverio, Sergio-
Autor(es): dc.creatorOliveira, Maria João-
Autor(es): dc.creatorStreit, Ludwig-
Data de aceite: dc.date.accessioned2019-08-21T16:55:33Z-
Data de disponibilização: dc.date.available2019-08-21T16:55:33Z-
Data de envio: dc.date.issued2010-11-12-
Data de envio: dc.date.issued2010-11-12-
Data de envio: dc.date.issued2001-
Fonte completa do material: dc.identifierhttp://hdl.handle.net/10400.2/1670-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/10400.2/1670-
Descrição: dc.descriptionThe original publication is available at http://www.springerlink.com/content/14jtbl19nh37ggtx/fulltext.pdf-
Descrição: dc.descriptionA "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: dc.descriptionpeerreviewed-
Idioma: dc.languageen-
Publicador: dc.publisherSpringer Verlag-
Relação: dc.relationDOI: 10.1023/A:1014212906782-
Direitos: dc.rightsopenAccess-
Palavras-chave: dc.subjectIntersection local times-
Palavras-chave: dc.subjectBrownian motion-
Palavras-chave: dc.subjectChaos expansion-
Palavras-chave: dc.subjectWhite noise functionals-
Palavras-chave: dc.subjectPolymers-
Palavras-chave: dc.subjectQuantum fields-
Palavras-chave: dc.subjectDonsker's δ-function-
Palavras-chave: dc.subjectHida distributions-
Título: dc.titleIntersection local times of independent Brownian motions as generalized white noise functionals-
Tipo de arquivo: dc.typelivro digital-
Aparece nas coleções:Repositório Aberto - Universidade Aberta (Portugal)

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