White noise analysis and Tanaka formula for intersections of planar Brownian motion
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In this paper, we shall use Hida’s [5, 7, 9] theory of generalized Brownian functionals (or named white noise analysis) to establish a stochastic integral formula concerning the multiple intersection local times of planar Brownian motion B(t).
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2020 ◽
Vol 23
(01)
◽
pp. 2050007
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