Frontiers of Mathematics in China >
Collision local times of two independent fractional Brownian motions
Received date: 09 Oct 2010
Accepted date: 18 Nov 2010
Published date: 01 Apr 2011
Copyright
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 L2 under mild conditions and chaos expansions are also given.
Xiangjun WANG , Jingjun GUO , Guo JIANG . Collision local times of two independent fractional Brownian motions[J]. Frontiers of Mathematics in China, 2011 , 6(2) : 325 -338 . DOI: 10.1007/s11464-011-0095-z
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