Self-intersection local times and collision local times of bifractional Brownian motions
type: Item
instance of: scholarly article
title: Self-intersection local times and collision local times of bifractional Brownian motions
zbMATH Open document ID: 1181.60059
author: Yiming Jiang
author: Yongjin Wang
published in: Science in China. Series A
publication date: 2009-12-11T00:00:00Z
review text: Local times on fractional Brownian motions have been studied by many researchers [see e.g. \textit{A. Ayache, D. Wu} and \textit{Y. Xiao}, Ann. Inst. Henri Poincaré, Probab. Stat. 44, No. 4, 727--748 (2008; Zbl 1180.60032), \textit{Y. Jiang} and \textit{Y. Wang}, Chin. Ann. Math., Ser. B 28, No. 3, 311--320 (2007; Zbl 1124.60036)]. In this paper, the authors consider the local time and the self-intersection local time for a bifractional Brownian motion, and the collision local time for two independent bifractional Brownian motions. They mainly prove the existence and smoothness of the self-intersection local time and the collision local time, through the strong local nondeterminism of bifractional Brownian motion, \(L^{2}\) convergence and Chaos expansion.
reviewed by: Kun Soo Chang
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 5645744
zbMATH Keywords: self-intersection local times
zbMATH Keywords: collision local times
zbMATH Keywords: bifractional Brownian motions
zbMATH Keywords: strong local nondeterminism
zbMATH Keywords: chaos expansion
MaRDI profile type: Publication
full work available at URL: s11425-009-0081-z
OpenAlex ID: W2008361029
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DOI: 10.1007/S11425-009-0081-Z
description: scientific article; zbMATH DE number 5645744