Self-intersection local times and collision local times of bifractional Brownian motions |
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| Authors: | YiMing Jiang YongJin Wang |
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| Institution: | JIANG YiMing & WANG YongJin School of Mathematical Sciences , The Key Laboratory of Pure Mathematies , Combinatories,Ministry of Edueation,Nankai University,Tianjin 300071,China |
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| Abstract: | In this paper, we consider the local time and the self-intersection local time for a bifractional Brownian motion, and the collision local time for two independent bifractional Brownian motions. We mainly prove the existence and smoothness of the self-intersection local time and the collision local time, through the strong local nondeterminism of bifractional Brownian motion, L2 convergence and Chaos expansion. |
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| Keywords: | bifractional Brownian motion self-intersection local time collision local time strong local nondeterminism |
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