Brownian Stochastic Current: White Noise Approach
Received:January 03, 2012  Revised:June 04, 2013
Key Word: Brownian motion   stochastic current   Hida distribution   white noise approach.  
Fund ProjectL:Supported by National Natural Science Foundation of China (Grant No.11061032), Colleges and Universities Scientific Research Funds Project Plan of Gansu Province for Postgraduate Tutor (Grant No.1205-07), Colleges and Universities Fundamental Research Funds Project of Gansu Province (2012).
Author NameAffiliation
Jingjun GUO School of Statistics, Lanzhou University of Finance and Economics, Gansu 730101, P. R. China
Research Center of Quantitative Analysis of Gansu Economic Development, Lanzhou University of Finance and Economics, Gansu 730101, P. R. China 
Jing TIAN School of Statistics, Lanzhou University of Finance and Economics, Gansu 730101, P. R. China 
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Abstract:
      In this paper, we present a new idea to study the stochastic current within the canonical framework of white noise analysis. We define Wick-type stochastic current by using Wick integral with respect to Brownian motion, firstly. Moreover, we prove that the Brownian stochastic current is considered as a Hida distribution in terms of white noise approach and $\mathbf{S}$-transform.
Citation:
DOI:10.3770/j.issn:2095-2651.2013.05.012
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