SELF-INTERSECTION LOCAL TIME FOR ${\mathcal S}' ({\mathbb R}^d)$-WIENER PROCESSES AND RELATED ORNSTEIN–UHLENBECK PROCESSES

DOI10.1142/S0219025799000333zbMath1043.60508MaRDI QIDQ4810359

Louis G. Gorostiza, Tomasz Bojdecki

Publication date: 3 September 2004

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Mathematics Subject Classification ID

Sample path properties (60G17) Generalized stochastic processes (60G20) Applications of functional analysis in probability theory and statistics (46N30) Local time and additive functionals (60J55)

Related Items (7)

Invariant measures for generalized Langevin equations in conuclear spaces ⋮ PARTICLE PICTURE APPROACH TO THE SELF-INTERSECTION LOCAL TIME OF BRANCHING DENSITY PROCESSES IN ${\mathcal S}' ({\mathbb R}^d)$ ⋮ Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\) ⋮ Self-intersection local time of order \(k\) for Gaussian processes in \({\mathcal S}^ \prime (\mathbb R^ {d})\). ⋮ Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence ⋮ Limit theorems for occupation time fluctuations of branching systems. II: Critical and large dimensions ⋮ Self-intersection local time on \({\mathcal S}'(\mathbb R^d)\)-valued process involving motions of two types

Cites Work

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• Generalized solutions of a class of nuclear-space-valued stochastic evolution equations
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• Self-intersection local time on \({\mathcal S}'(\mathbb R^d)\)-valued process involving motions of two types
• On the sample continuity of S'-processes
• Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization
• Self-intersection local time for Gaussian \({\mathcal S}'(\mathbb{R} ^ d)\)-processes: Existence, path continuity and examples
• Inhomogenous infinite dimensional langevin equations
• On quantum theory in terms of white noise
• Le Mouvement Brownien Plan

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