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2012 On the Self-Intersection Local Time of Subfractional Brownian Motion
Junfeng Liu, Zhihang Peng, Donglei Tang, Yuquan Cang
Abstr. Appl. Anal. 2012: 1-27 (2012). DOI: 10.1155/2012/414195

Abstract

We study the problem of self-intersection local time of d -dimensional subfractional Brownian motion based on the property of chaotic representation and the white noise analysis.

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Junfeng Liu. Zhihang Peng. Donglei Tang. Yuquan Cang. "On the Self-Intersection Local Time of Subfractional Brownian Motion." Abstr. Appl. Anal. 2012 1 - 27, 2012. https://doi.org/10.1155/2012/414195

Information

Published: 2012
First available in Project Euclid: 28 March 2013

zbMATH: 1260.60074
MathSciNet: MR3004865
Digital Object Identifier: 10.1155/2012/414195

Rights: Copyright © 2012 Hindawi

Vol.2012 • 2012
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