Collision local times of two independent fractional Brownian motions

DOI10.1007/S11464-011-0095-ZMaRDI QIDQ537626zbMATH OpenOpenAlexFDO

Authors Jingjun Guo, Guo Jiang, Xiangjun Wang

Publication date 20 May 2011

Published in Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11464-011-0095-z

zbMATH Keywords

collision local timefractional Brownian motionwhite noise functional

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) White noise theory (60H40) Local time and additive functionals (60J55)

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Cites work

• Additive functionals of several Lévy processes and intersection local times
• An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
• Intersection local time for two independent fractional Brownian motions
• Intersection local times as generalized white noise functionals
• Intersection local times of fractional Brownian motions with H\in(0,1) as generalized white noise functionals
• Intersection local times of independent Brownian motions as generalized white noise functionals
• Intersection local times of independent fractional Brownian motions as generalized white noise functionals
• Joint continuity of the local times of fractional Brownian sheets
• Multiple intersection local time of planar Brownian motion as a particular Hida distribution
• On fractional stable processes and sheets: white noise approach
• On the collision local time of fractional Brownian motions
• Regularity of renormalized self-intersection local time for fractional Brownian motion
• Self-intersection local time of fractional Brownian motions -- via chaos expansion
• The local time of self-intersections of Brownian motions as generalized Brownian functionals
• White noise calculus and Fock space

Cited in

(8)

• Self-intersection local times and collision local times of bifractional Brownian motions
• On the collision local time of fractional Brownian motions
• scientific article; zbMATH DE number 6611689 (Why is no real title available?)
• Collision Local Times and Measure-Valued Processes
• Collision local time of two independent multifractional Brownian motions
• Intersection local times of independent fractional Brownian motions as generalized white noise functionals
• On collision local time of two independent fractional Ornstein-Uhlenbeck processes
• The exact asymptotic of the collision time tail distribution for independent Brownian particles with different drifts

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