CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS

DOI10.1081/SAP-120006109zbMath1011.60016MaRDI QIDQ4796580

Yaozhong Hu, Bernt Øksendal

Publication date: 25 May 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120006109

zbMATH Keywords

asymptotic behavior; fractional Brownian motions; local time; chaos expansion

Mathematics Subject Classification ID

60G15: Gaussian processes

60G17: Sample path properties

60H40: White noise theory

60H05: Stochastic integrals

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