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Generalized Local Time of the Indefinite Wiener Integral:White Noise Approach

     

摘要

In this paper,the generalized local time of the indefinite Wiener integral Xt is discussed through white noise approach,which means to regard the local time as a Hida distribution.Moreover,similar result is also obtained in case of two independent Brownian motions by using the similar approach.

著录项

  • 来源
    《数学研究及应用》|2012年第3期|373-378|共6页
  • 作者

    Jingjun GUO;

  • 作者单位

    School of Statistics, Lanzhou University of Finance and Economics, Gansu 730020, P. R. China;

    School of Mathematics and Statistics, Huazhong University of Science and Technology,Hubei 430074, P. R. China;

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