Some properties of delta function in local time of fractional Brownian motion

DOI10.11845/SXJZ.2012048BzbMATH Open1313.60130OpenAlexW2593130566MaRDI QIDQ5499178FDOQ5499178

Authors: Jingjun Guo, Xiaoli Mao 

Publication date: 11 February 2015

Full work available at URL: http://www.oaj.pku.edu.cn/sxjz/CN/10.11845/sxjz.2012048b

Recommendations

• On generalized local time for the process of Brownian motion
• On the fractional derivative of Brownian local times
• Chaos decomposition of local time for \(d\)-dimensional fractional Brownian motion with \(N\)-parameters
• scientific article; zbMATH DE number 6001287
• Local time of mixed Brownian motion and fractional Brownian motion

zbMATH Keywords

fractional Brownian motionlocal timewhite noise approachHida distribution

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) White noise theory (60H40)

This page was built for publication: Some properties of delta function in local time of fractional Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5499178)