Some Properties of Delta Function in Local Time of Fractional Brownian Motion

DOI10.11845/sxjz.2012048bzbMath1313.60130OpenAlexW2593130566MaRDI QIDQ5499178

Jingjun Guo, Xiaoli Mao

Publication date: 11 February 2015

Full work available at URL: http://www.oaj.pku.edu.cn/sxjz/CN/10.11845/sxjz.2012048b

zbMATH Keywords

fractional Brownian motionlocal timeHida distributionwhite noise approach

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) White noise theory (60H40)

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