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The local time of self-intersections of Brownian motions as generalized Brownian functionals
Authors:Hisao Watanabe
Institution:(1) Department of Applied Mathematics, Faculty of Science, Okayama University of Science, 700 Okayama, Japan
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.
Keywords:60G-xx  60J-xx
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