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White noise analysis and Tanaka formula for intersections of planar Brownian motion

Published online by Cambridge University Press:  22 January 2016

Narn-Rueih Shieh
Narn-Rueih Shieh*
Affiliation:
Department of Mathematics, National Taiwan University, Taipei, Taiwan
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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).

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 122 , June 1991 , pp. 1 - 17
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1991

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