The local time of self-intersections of Brownian motions as generalized Brownian functionals |
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Authors: | Hisao Watanabe |
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Institution: | (1) Department of Applied Mathematics, Faculty of Science, Okayama University of Science, 700 Okayama, Japan |
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Abstract: | In this Letter, we show that the local time of self-intersections ofd-dimensional Brownian motions is a generalized Brownian functional in the sense of Hida. |
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Keywords: | 60G-xx 60J-xx |
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