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A White Noise Approach to Stochastic Currents of Brownian Motion

Probability 2021-08-30 v1

Abstract

In this paper we study stochastic currents of Brownian motion ξ(x)\xi(x), xRdx\in\mathbb{R}^{d}, by using white noise analysis. For xRd\{0}x\in\mathbb{R}^{d}\backslash\{0\} and for x=0Rx=0\in\mathbb{R} we prove that the stochastic current ξ(x)\xi(x) is a Hida distribution. Moreover for x=0Rdx=0\in\mathbb{R}^{d} with d>1d>1 we show that the stochastic current is not a Hida distribution.

Keywords

Cite

@article{arxiv.2108.12063,
  title  = {A White Noise Approach to Stochastic Currents of Brownian Motion},
  author = {Martin Grothaus and Herry Pribawanto Suryawan and José Luís da Silva},
  journal= {arXiv preprint arXiv:2108.12063},
  year   = {2021}
}

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10 pages