Full paper in PDF:
$%H. Ouerdiane and A. Rezgui, Distributions gaussiennes et temps locaux d’intersection, Rev. Mat. Complut. 13 (2000), no. 2, 351–366.%$

Distributions gaussiennes et temps locaux d’intersection
Habib OUERDIANE and Anis REZGUI
Faculté des Sciences de Tunis
Département de Mathématique
Campus universitaire 1060
Tunis — Tunisia
habib.ouerdiane@fst.rnu.tn  rezgui@physik.uni-bielefeld.de

Received: March 27, 1998
Revised: August 1, 2000

ABSTRACT

Let (_O_,F,P) be a probability space and {Xt,t> 0} a stochastic Gaussian process. Using white noise tools we give a mathematical meaning to this formal expression, integral 1 integral 1 0 0 d(Xt - Xs)dsdt , as a Hida distribution, this to exprime the intersection local time of any Gaussian process. As an example we study Brownian motion and Ornstein-Uhlenbeck process.

1991 Mathematics Subject Classification: 60G15, 60G57, 60G41, 60G46.