Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Plane wave decomposition of odd-dimensional Brownian local times - MaRDI portal

Plane wave decomposition of odd-dimensional Brownian local times (Q1970355)

From MaRDI portal





scientific article; zbMATH DE number 1418214
Language Label Description Also known as
English
Plane wave decomposition of odd-dimensional Brownian local times
scientific article; zbMATH DE number 1418214

    Statements

    Plane wave decomposition of odd-dimensional Brownian local times (English)
    0 references
    19 March 2000
    0 references
    The \(r\)-dimensional Brownian local time \(L(t,x)\) is represented by \[ L(t,x)= {1\over (-4\pi)^{(r-1)/2}} {\Gamma(1/2) \over\Gamma(r/2)} \int_{S^{ r-1}} L^{(r-1)}(t,x, \omega)\sigma (d\omega), \] where \[ L^{(r-1)}(t,x, \omega)= \left.{d^{r-1}\over d\xi^{r-1}} L^\omega(t,\xi) \right|_{\xi= \langle x, \omega\rangle}, \] and \(L^\omega (t,\xi)\) denotes the local time for the 1-dimensional Brownian motion.
    0 references
    0 references
    Brownian motion
    0 references
    local time
    0 references
    asymptotic behaviour
    0 references
    multiple stochastic integrals
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references