Self-intersection local times for multifractional Brownian motion in higher dimensions: A white noise approach

DOI10.1142/S0219025720500071zbMath1461.60061OpenAlexW3033997047MaRDI QIDQ3298329

José Luís da Silva, Herry Pribawanto Suryawan, Wolfgang Bock

Publication date: 14 July 2020

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025720500071

zbMATH Keywords

white noise analysismultifractional Brownian motionself-intersection local times

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) White noise theory (60H40) Self-similar stochastic processes (60G18)

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