Collision local times of two independent fractional Brownian motions
From MaRDI portal
Publication:537626
DOI10.1007/s11464-011-0095-zzbMath1216.60034OpenAlexW2105915333MaRDI QIDQ537626
Guo Jiang, Jingjun Guo, Xiang Jun Wang
Publication date: 20 May 2011
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-011-0095-z
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) White noise theory (60H40) Local time and additive functionals (60J55)
Cites Work
- Intersection local times of independent fractional Brownian motions as generalized white noise functionals
- Joint continuity of the local times of fractional Brownian sheets
- On fractional stable processes and sheets: white noise approach
- Regularity of renormalized self-intersection local time for fractional Brownian motion
- The local time of self-intersections of Brownian motions as generalized Brownian functionals
- White noise calculus and Fock space
- Intersection local times of independent Brownian motions as generalized white noise functionals
- Intersection local times as generalized white noise functionals
- Additive functionals of several Lévy processes and intersection local times
- Self-intersection local time of fractional Brownian motions -- via chaos expansion
- Multiple intersection local time of planar Brownian motion as a particular Hida distribution
- On the collision local time of fractional Brownian motions
- Intersection local time for two independent fractional Brownian motions
- An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
- Intersection local times of fractional Brownian motions with $H\in(0,1)$ as generalized white noise functionals
This page was built for publication: Collision local times of two independent fractional Brownian motions
