| Generalized Local Time of the Indefinite Wiener Integral: White Noise Approach |
| Received:August 12, 2010 Revised:November 20, 2010 |
| Key Words:
local time Hida distribution white noise approach.
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| Fund Project:Supported by the National Natural Science Foundation of China (Grant Nos.11061032; 30973586). |
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| Abstract: |
| 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. |
| Citation: |
| DOI:10.3770/j.issn:2095-2651.2012.03.012 |
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