| Wiener不定积分的广义局部时:白噪声分析法 |
| |
| 引用本文： | 郭精军.Wiener不定积分的广义局部时:白噪声分析法[J].数学研究及应用,2012,32(3):373-378. |
| |
| 作者姓名： | 郭精军 |
| |
| 作者单位： | 兰州商学院统计学院, 甘肃 兰州 730020; 华中科技大学数学与统计学院, 湖北 武汉 430074 |
| |
| 基金项目： | 国家自然科学基金(Grant Nos.11061032; 30973586). |
| |
| 摘 要： | In this paper,the generalized local time of the indefinite Wiener integral Xt 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.
|
| 关 键 词： | local time Hida distribution white noise approach. |
| 收稿时间： | 2010/8/12 0:00:00 |
| 修稿时间： | 2010/11/20 0:00:00 |
Generalized Local Time of the Indefinite Wiener Integral: White Noise Approach |
| |
| Jingjun GUO.Generalized Local Time of the Indefinite Wiener Integral: White Noise Approach[J].Journal of Mathematical Research with Applications,2012,32(3):373-378. |
| |
| Authors: | Jingjun GUO |
| |
| Institution: | School of Statistics, Lanzhou University of Finance and Economics, Gansu 730020, P. R. China; School of Mathematics and Statistics, Huazhong University of Science and Technology, Hubei 430074, P. R. China |
| |
| 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. |
| |
| Keywords: | local time Hida distribution white noise approach |
| 本文献已被 CNKI 等数据库收录！ |
| 点击此处可从《数学研究及应用》浏览原始摘要信息 |
| 点击此处可从《数学研究及应用》下载免费的PDF全文 |
