Title of article :
Plane Wave Decomposition of Even-Dimensional Brownian Local Times
Author/Authors :
Uemura، نويسنده , , Hideaki، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Abstract :
We study the one-dimensional representations of even-dimensional Brownian local time in two ways. The first result is obtained by the application of the odd-dimensional case. The second is led by the plane wave decomposition of the δ-function. The Hilbert transform of derivatives of local time is considered in the second result, in which Hermite functions of the second kind appear in the kernel of the Wiener–Itô decomposition.
Keywords :
Plane wave decomposition , Brownian local time , Wiener–Itô decomposition , Hilbert transform , Hermite functions of the second kind
Journal title :
Journal of Functional Analysis
Journal title :
Journal of Functional Analysis