$On the Self-Intersection Local Time of Subfractional Brownian Motion$

On the Self-Intersection Local Time of Subfractional Brownian Motion

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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Bibliographische Detailangaben
Veröffentlicht in:	Abstract and Applied Analysis 2012-01, Vol.2012 (2012), p.1477-1503-296
Hauptverfasser:	Liu, Jun-feng, Peng, Zhihang, Tang, Donglei, Cang, Yuquan
Format:	Artikel
Sprache:	eng
Schlagworte:	Brownian motion Probability Studies
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	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.
ISSN:	1085-3375 1687-0409
DOI:	10.1155/2012/414195