Collision local times of two independent fractional Brownian motions

被引：2
|
作者：
Wang, Xiangjun [1 ]
Guo, Jingjun [1 ,2 ]
Jiang, Guo [1 ,3 ]
机构：
[1] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Peoples R China
[2] Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou 730020, Peoples R China
[3] Hubei Normal Univ, Sch Math & Stat, Huangshi 435002, Peoples R China
来源：
FRONTIERS OF MATHEMATICS IN CHINA | 2011年 / 6卷 / 02期
基金：
中国国家自然科学基金;
关键词：
Fractional Brownian motion; collision local time; white noise functional; FUNCTIONALS;
D O I：
10.1007/s11464-011-0095-z
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, the collision local times for two independent fractional Brownian motions are considered as generalized white noise functionals. Moreover, the collision local times exist in L-2 under mild conditions and chaos expansions are also given.
引用
收藏
页码：325 / 338
页数：14
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