Full paper in PDF:
$%H. Ouerdiane and A. Rezgui, Distributions gaussiennes et temps locaux d’intersection,
Rev. Mat. Complut. 13 (2000), no. 2, 351–366.%$
ABSTRACT
Let be a probability space and a stochastic Gaussian process. Using white noise tools we give a mathematical meaning to this formal expression, , 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.