Generalized Local Time of the Indefinite Wiener Integral: White Noise Approach
Received:August 12, 2010  Revised:November 20, 2010
Key Words: local time   Hida distribution   white noise approach.  
Fund Project:Supported by the National Natural Science Foundation of China (Grant Nos.11061032; 30973586).
Author NameAffiliation
Jingjun GUO 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 
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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.
Citation:
DOI:10.3770/j.issn:2095-2651.2012.03.012
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