2. Б. 3. The local times and generalized additive functionals for Brownian motion.

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0403U001848

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

12-05-2003

Specialized Academic Board

Д 26.206.02

The Institute of Mathematics of NASU

Essay

3. The paper deals with the generalized functionals of local time tipe constructed via the Schwartz distributions as the generalized intergral kernels for one-dimensional and multi-dimensional Brownian motion. The dependence of order of rennormalization for generalized Wiener functionals mention above upon dimention of Wiener process, the order of generalized kernel and a space of generalized Wiener functionals are found. The definition of the generalized random map and a new definition of the generalized additive homogeneous functional are given. The sufficient conditions for reneval of generalized additive homogeneous functional via its characteristic are obtained, the convergence of generalized additive functionals is studied.

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