Timeline for White Noise Space and Local Time
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
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| Jun 13, 2012 at 16:38 | comment | added | Paul Jung | hmmm... i don't know of anything. I would try discretizing by using a random walk where each step is a small Gaussian, and using an approximation of the delta distribution. A nice approximation to the delta function is again a Gaussian with very small variance. | |
| Jun 13, 2012 at 6:27 | comment | added | The Bridge | @ Paul Jung : Hi thank you very much for your interest. I have heard about Hida's Distribution spaces but couldn't take time to investigate them properly to see if they were the right approach to this issue. To answer your remark, yes the White Noise (slightly abusively applied to indicators functions) is the pre-Brownian motion that I mentioned in my first post. Anyway I would be ultimately interested in a representation of pre-local time that doesn't use Chaoses (if it exists) but rather use an explicit sub-family of test functions. Sorry I can't be more precise in my statement. Best regards | |
| Jun 12, 2012 at 23:31 | history | answered | Paul Jung | CC BY-SA 3.0 |