Local times for multifractional Brownian motion in higher dimensions: A white noise approach
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Publication:2956589
Abstract: We present the expansion of the multifractional Brownian (mBm) local time in higher dimensions, in terms of Wick powers of white noises (or multiple Wiener integrals). If a suitable number of kernels is subtracted, they exist in the sense of generalized white noise functionals. Moreover we show the convergence of the regularized truncated local times for mBm in the sense of Hida distributions.
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Cited in
(12)- Generalized covariances of multi-dimensional Brownian excursion local times.
- Generalized local time of the indefinite Wiener integral: white noise approach
- Existence and regularization of the local times of a Gaussian process
- Hölder conditions for the local times of multiscale fractional Brownian motion
- Sample path properties of the local time of multifractional Brownian motion
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