In this paper, we shall use Hida’s [5, 7, 9] theory of generalized Brownian functionals (or named white noise analysis) to establish a stochastic integral formula concerning the multiple intersection local times of planar Brownian motion B(t).

The analytic capacity γ(E) of a compact set E in the complex plane C is defined by γ(E) = sup , where — f′(∞) is the 1/z-coeffieient of f(ζ) at infinity and the supremum is taken over all bounded analytic functions f(ζ) outside E with supremum norm less than or equal to 1. Analytic capacity γ(·) plays various important roles in the theory of bounded analytic functions.

All rings in this paper are assumed to be commutative with identity and the terminology is standard.

Let X = (Xt, 0 ≤ t < ∞) be a Lévy process on the Euclidean space Rd, that is, a process on Rd with stationary independent increments which has right continuous paths with left limits. We denote by Px the probability measure such that PX(X0 = x) = 1 and by Ex the expectation relative to Px. The process is characterized by the exponent Ψ through

.

Consider a nonsingular vector field X on a closed manifold Mn. As a matter of fact, X always admits a transverse codimension one plane field, which however may fail to be integrable. In fact it is well known that there are many examples of vector fields which do not admit transverse foliations.

Les fonctions périodiques d’une seule variable ont été étudiées depuis longtemps. On sait que toute fonction méromorphe de n variables 2n fois périodiques peut s’écrire comme quotient de deux fonctions thêta. Ceci est a l’origine de l’essor des fonctions thêta. Au contraire, l’étude des fonctions périodiques de n variables r fois périodiques (r < 2n) a pris du retard. Il nous semble que P. Cousin ([4] et [5]) a étudié ces fonctions pour la première fois.

Since M.S. Baouendi and C. Goulaouic ([2], [3]) defined partial differential operators of Fuchs type and proved theorems of Cauchy-Kowalevskaya type and Holmgren type, many authors have investigated operators of Fuchs type in various categories, that is, real-analytic, C∞ and so on. (Cf. [1], [4], [6], [8], [9], [11], [12], [17], [18], [19], [20], [21] etc.)

A submanifold M (connected but not necessary compact) of a Euclidean m-space Em is said to be of finite type if each component of its position vector X can be written as a finite sum of eigenfunctions of the Laplacian Δ of M, that is,

where X0 is a constant vector and ΔXt = λtXt, t = 1, 2, · · ·, k. If in particular all eigenvalues {λ1, λ2, · · ·, λk are mutually different, then M is said to be of k-type (cf. [3] for details).

Let dz(n) be a multiplicative function defined by

where s = σ + it, z is a. complex number, and ζ(s) is the Riemann zeta function. Here ζz(s) = exp(z log ζ(s)) and let log ζ(s) take real values for real s > 1. We note that if z is a natural number dz(n) coincides with the divisor function appearing in the Dirichlet-Piltz divisor problem, and d-1(n) with the Möbious function.

Let f: V → C be a fibration from a smooth projective surface onto a smooth projective curve over an algebraically closed field k. In the case of characteristic zero, almost all fibres of f are nonsingular. In the case of positive characteristic, it is, however, known that there exist fibrations whose general fibres have singularities. Moreover, it seems that such fibrations often have pathological phenomena of algebraic geometry in positive characteristic (see M. Raynaud [7], W. Lang [4]).