Studies in gaussian and non-gaussian analysis

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Project objective

the study of Non-Gaussian analysis in measure space is an old problem for which we expected to make progress using the methods of appell polynomials and infinite dimensional holomorphy see (3). The relevant aspect in this method is the extension of Gaussian case supplied with new technics. Self interaction local times of Brownian motion have been under study in the stochastic analysis literature for no less than forty years. For their intrinsic mathematical interest, but also in view of their applications in fields such as polymer physics and quantum field theory, see refs. In (1). Their increasingly singular nature as the spatial dimension increases poses increasingly difficult problems and suggests connections with renormalization methods of quantum field theory, but also with martingale methods as demonstrated in (2). Recently a considerable clarification of the singularity structure was obtained by the use of the chaos expansion for generalized white noise functionals (1). The present project aims at a strengthening of the missing link" between the methods of white noise analysis and those of martingale theory. We expect further clarification and progress for the renormalization theory of intersection local times in higher dimensions. With applications in quantum field theory and polymer physics, among others. Refere %lnces (1) DE FARIA, M., HIDA, T., WATANABE, H., INTERSECTION WHITE NOISE FUNCTIONALS. BIBOS (1994). (2) YOR, M., RENORMALISATION ET CONVERGENCE EN LOI POUR LES TEMPS LOCAUX D'INTERSECTION DU MOUVEMENT BROWNIEN DANS R3. SEMINAIRE DE PROBABILITE, 1993/94, LNM 1123 (1985), 35C-365. SPRINGER, BERLIN. (3) KONDRATIEV, Yu.G., STREIT, L.,-WESTERKAMP, W. AND YAN, J.-A., GENERALIZED FUNCTIONS IN INFINITE DIMENSIONAL ANALYSIS. SUBMISSION TO HIROSHIMA MATHEMATICAL JOURNAL, 1995."

Original text from CORDIS.

Participants

• Universität Bielefeld · BielefeldCoordinatorGermany
• Not availableCity levelPortugal

Links

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