Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters |
| |
Abstract: | ABSTRACT We give the Wiener–Ito? chaotic decomposition for the local time of the d-dimensional fractional Brownian motion with N-parameters and study its smoothness in the Sobolev–Watanabe spaces. |
| |
Keywords: | 60H05 60H10 |
|
|