Intersection local times of independent fractional Brownian motions as generalized white noise functionals (Q618761)

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    Intersection local times of independent fractional Brownian motions as generalized white noise functionals
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      Intersection local times of independent fractional Brownian motions as generalized white noise functionals (English)
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      17 January 2011
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      The goal of this paper is to extend the results concerning intersection of local times stated in [\textit{S. Albeverio, M. J. Oliveira} and \textit{L. Streit}, Acta Appl. Math. 69, No. 3, 221--241 (2001; Zbl 1033.60081] from Brownian motions to two \(d\)-dimensional independent fractional Brownian motions with different Hurst coefficients. The authors apply white noise analysis framework as the main tool. This approach has the advantage that the underlying probability space does not depend on any Hurst coefficient. As an application, a sufficient condition on \(d\) for the existence of intersection local times in \(L^2\) is derived.
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      fractional Brownian motion
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      white noise analysis
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      local time
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