Local times for multifractional Brownian motion in higher dimensions: A white noise approach

DOI10.1142/S0219025716500260zbMATH Open1384.60075arXiv1408.0189OpenAlexW3099179979WikidataQ57821989 ScholiaQ57821989MaRDI QIDQ2956589FDOQ2956589

Authors: W. Bock, José L. Silva, H. P. Suryawan 

Publication date: 18 January 2017

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1408.0189

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zbMATH Keywords

local timewhite noise analysismultifractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) White noise theory (60H40) Local time and additive functionals (60J55)

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Cited In (12)

• Generalized local time of the indefinite Wiener integral: white noise approach
• Generalized covariances of multi-dimensional Brownian excursion local times.
• 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
• Local time of mixed Brownian motion and fractional Brownian motion
• Derivative of the Donsker delta functionals
• On the local time of multifractional Brownian motion
• Title not available (Why is that?)
• Self-intersection local times for multifractional Brownian motion in higher dimensions: a white noise approach
• Chaos decomposition of local time for \(d\)-dimensional fractional Brownian motion with \(N\)-parameters
• Title not available (Why is that?)

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