Generalized Local Time of the Indefinite Wiener Integral: White Noise Approach

作     者：Jingjun GUO 1,2 1.School of Statistics,Lanzhou University of Finance and Economics,Gansu 730020,P.R.China 2.School of Mathematics and Statistics,Huazhong University of Science and Technology, Hubei 430074,P.R.China 

作者机构：School of Statistics Lanzhou University of Finance and Economics School of Mathematics and Statistics Huazhong University of Science and Technology 

出 版 物：《Journal of Mathematical Research with Applications》 (数学研究及应用(英文))

年 卷 期：2012年第32卷第3期

页      面：373-378页

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 070101[理学-基础数学] 

基　　金：Supported by the National Natural Science Foundation of China(Grant Nos.11061032 30973586) 

主　　题：local time Hida distribution white noise approach. 

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.