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Collision local times of two independent fractional Brownian motions |
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| Authors: | Xiangjun Wang Jingjun Guo Guo Jiang |
| Affiliation: | 1. School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, China; 2. School of Statistics, Lanzhou University of Finance and Economics, Lanzhou 730020, China; 3. School of Mathematics and Statistics, Hubei Normal University, Huangshi 435002, China |
| Abstract: | In this paper, the collision local times for two independent fractional Brownian motions are considered as generalized white noise functionals. Moreover, the collision local times exist in L 2 under mild conditions and chaos expansions are also given. |
| Keywords: | Fractional Brownian motion collision local time white noise functional |
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