Journal of the Indonesian Mathematical Society
Volume 20 Number 2 (October 2014)

A WHITE NOISE APPROACH TO THE SELF-INTERSECTION LOCAL TIMES OF A GAUSSIAN PROCESS

Herry Pribawanto Suryawan (Sanata Dharma University)

Article Info

Publish Date
25 Oct 2014

Abstract

In this paper we show that for any spatial dimension the renormalized self-intersection local times of a certain Gaussian process defined by indefinite Wiener integral exist as Hida distributions. An explicit expression for the chaos decomposition in terms of Wick tensor powers of white noise is also obtained. We also study a regularization of the self-intersection local times and prove a convergence result in the space of Hida distributions.DOI : http://dx.doi.org/10.22342/jims.20.2.136.111-124

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Journal Info
Journal of the Indonesian Mathematical Society
Website

Abbrev

JIMS

Publisher

Indonesian Mathematical Society

Subject

Mathematics

Description

Journal of the Indonesian Mathematical Society disseminates new research results in all areas of mathematics and their applications. Besides research articles, the journal also receives survey papers that stimulate research in mathematics and their ...