H. Suryawan

collaborators

2 papers

math.PR2021

A White Noise Approach to Stochastic Currents of Brownian Motion

Martin Grothaus, Herry Pribawanto Suryawan, José Luís da Silva

In this paper we study stochastic currents of Brownian motion $ξ (x)$ , $x \in R^{d}$ , by using white noise analysis. For $x \in R^{d} \ {0}$ and for $x=0\in\m…

math.FA2017

Self-intersection local times for generalized grey Brownian motion in higher dimensions

José Luís da Silva, Herry Pribawanto Suryawan, Wolfgang Bock

We prove that the self-intersection local times for generalized grey Brownian motion $B^{β, α}$ in arbitrary dimension $d$ is a well defined object in a suitable distribution space…