Self-intersection local times and collision local times of bifractional Brownian motions

被引：0
|
作者：
JIANG YiMing & WANG YongJin School of Mathematical Sciences and The Key Laboratory of Pure Mathematies and Combinatories
机构：
来源：
Science China Mathematics | 2009年 / 09期
基金：
中国国家自然科学基金;
关键词：
bifractional Brownian motion; self-intersection local time; collision local time; strong local nondeterminism;
D O I：
暂无
中图分类号：
TP391.41 [];
学科分类号：
080203 ;
摘要：
In this paper, we 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. We 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, L2 convergence and Chaos expansion.
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页码：1905 / 1919
页数：15
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