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

DOI10.11845/SXJZ.2012048BMaRDI QIDQ5499178zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

fractional Brownian motionlocal timewhite noise approachHida distribution

Mathematics Subject Classification ID

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

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