Intersection local times of fractional Brownian motions with $H\in(0,1)$ as generalized white noise functionals

zbMath1158.60366arXiv0802.4367MaRDI QIDQ3597031

José Luís da Silva, Custódia Drumond, Maria Joã O. Oliveira

Publication date: 9 February 2009

Full work available at URL: https://arxiv.org/abs/0802.4367

zbMATH Keywords

fractional Brownian motionlocal timefractional white noise analysis

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) White noise theory (60H40) Local time and additive functionals (60J55)

Related Items (8)

Generalized white noise analysis and topological algebras ⋮ Intersection local times of independent fractional Brownian motions as generalized white noise functionals ⋮ Local times for multifractional Brownian motion in higher dimensions: A white noise approach ⋮ Self-intersection local times for multifractional Brownian motion in higher dimensions: A white noise approach ⋮ Collision local times of two independent fractional Brownian motions ⋮ Mittag-Leffler analysis. I: Construction and characterization ⋮ Mittag-Leffler analysis. II: Application to the fractional heat equation. ⋮ Unnamed Item

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