分式Brownian运动的多重相交局部时(英文)

MULTIPLE INTERSECTION LOCAL TIME OF FRACTIONAL BROWNIAN MOTION

本文研究了分式布朗运动的多重相交局部时的问题.利用白噪声分析的方法,获得了分式布朗运动的多重相交局部时的展开式.进行适当的截取,展开式在白噪声广义泛函意义下存在,并给出它们的核函数.推广了布朗运动的多重相交局部时.

This article studies the problem of multiple intersection local times of fractional Brownian motion.By using white noise approach,expansions of multiple intersection local time of fractional Brownian motion are obtained.Suitably subtracted,they exist in the sense of generalized white noise functionals;their kernel functions are also given.The problem of multiple intersection local time of Brownian motion is popularized.