Renormalization Of The Local Time For The d-Dimensional Fractional Brownian Motion With N Parameters

DOI10.1017/S0027763000009417zbMath1246.60101OpenAlexW1540505195MaRDI QIDQ5421088

Ramon Lacayo, Ciprian A. Tudor, Josep Vives, Josep Lluís Solé, M'hamed Eddahbi

Publication date: 22 October 2007

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.nmj/1182525235

zbMATH Keywords

asymptotic behaviorfractional Brownian motionSobolev normlocal time

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Local time and additive functionals (60J55)

Related Items (2)

Some properties of the Itô-Wiener expansion of the solution of a stochastic differential equation and local times ⋮ Smoothness of local times and self-intersection local times of Gaussian random fields

Cites Work

• Unnamed Item
• Lectures on stochastic differential equations and Malliavin calculus
• The asymptotic behaviour of local times and occupation integrals of the \(N\)-parameter Wiener process in \(\mathbb{R}^ d\)
• Local times of fractional Brownian sheets
• Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization
• Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters
• CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS

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