Wiener不定积分的广义局部时:白噪声分析法

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

中文关键词:  局部时  Hida 广义泛函  白噪声分析的方法.

英文关键词:local time  Hida distribution  white noise approach.

中文摘要:

      本文利用白噪声分析的方法, 讨论了Wiener不定积分$X_t$的广义局部时,即将局部时看作一个Hida广义泛函. 进一步, 用相似的方法得到了在两个相互独立的布朗运动的情形下的广义局部时.

英文摘要:

      In this paper, the generalized local time of the indefinite Wiener integral $X_t$ 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.