| On the Collision Local Time of Fractional Brownian Motions |
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| 作者姓名： | Yiming JIANG |
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| 作者单位： | Yiming JIANG Yongjin WANG Corresponding author. LPMC，School of Mathematical Sciences，Nankai University，Tianjin 300071，China. LPMC，School of Mathematical Sciences，Nankai University，Tianjin 300071，China. |
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| 摘 要： | In this paper, the existence and smoothness of the collision local time are proved for two independent fractional Brownian motions, through L2 convergence and Chaos expansion. Furthermore, the regularity of the collision local time process is studied.
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| 关 键 词： | 分数布朗运动 碰撞 局部时间过程 混沌 膨胀 |
| 收稿时间： | 20 January 2006 |
On the Collision Local Time of Fractional Brownian Motions |
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| Yiming JIANG.On the Collision Local Time of Fractional Brownian Motions[J].Chinese Annals of Mathematics,Series B,2007,28(3):311-320. |
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| Authors: | Yiming JIANG |
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| Institution: | LPMC,School of Mathematical Sciences,Nankai University,Tianjin 300071,China |
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| Abstract: | In this paper, the existence and smoothness of the collision local time are proved for two independent fractional Brownian motions, through L2 convergence and Chaos expansion. Furthermore, the regularity of the collision local time process is studied. |
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| Keywords: | Collision local time Fractional Brownian motion Chaos expansion H(o)lder continuity |
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