ON COLLISION LOCAL TIME OF TWO INDEPENDENT FRACTIONAL ORNSTEIN-UHLENBECK PROCESSES

In this article, we study the existence of collision local time of two indepen- dent d-dimensional fractional Ornstein-Uhlenbeck processes X＋^H1 and Xt^H2 with different parameters Hi ∈ （0, 1）,i = 1, 2. Under the canonical framework of white noise analysis, we characterize the collision local time as a Hida distribution and obtain its＇ chaos expansion. Key words Collision local time; fractional Ornstein-Uhlenbeck processes; generalized white noise functionals; choas expansion

Smoothness for the collision local times of bifractional Brownian motions

Let B^Hi,Ki ={ Bt^Hi,Ki, t ≥ 0}, i= 1, 2 be two independent bifractional Brownian motions with respective indices Hi ∈ （0, 1） and K∈ E （0, 1]. One of the main motivations of this paper is to investigate f0^Tδ（Bs^H1 ,K1 - the smoothness of the collision local time, introduced by Jiang and Wang in 2009, IT = f0^T δ（Bs^H1,K1）ds, T 〉 0, where 6 denotes the Dirac delta function. By an elementary method, we show that iT is smooth in the sense of the Meyer-Watanabe if and only if min{H-1K1, H2K2} 〈-1/3.

On the Collision Local Time of Fractional Brownian Motions

In this paper, the existence and smoothness of the collision local time are proved for two independent fractional Brownian motions, through L^2 convergence and Chaos expansion. Furthermore, the regularity of the collision local time process is studied.

Self-intersection local times and collision local times of bifractional Brownian motions

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.

Modeling and Simulation of P-Aloha,CSMA /CA and MACAW Protocols for Underwater Acoustic Channel

Medium access control( MAC) protocol of underwater acoustic communication network is a key technology for underwater acoustic networks( UANs). Most of the MAC protocols for wireless terrestrial communication networks have been designed with negligible propagation delay. If it is deployed directly in an underwater environment,the UANs will perform inefficiently. In this paper,the characteristics of underwater acoustic channel are modeled and simulated by using the OPNET simulation tool,which are the speed of sound, propagation loss, and four sources for ambient noise: the turbulence,shipping,wind driven waves and thermal noise. The performance of pure Aloha( P-Aloha),carrier sense multiple access with collision avoidance( CSMA / CA) and multiple access collision avoidance for wireless local area network( MACAW) protocols in underwater acoustic channel environment are evaluated. The different performance of protocols in underwater environment is compared in the simulation.

Smoothness of local times and self-intersection local times of Gaussian random fields

This paper is concerned with the smoothness （in the sense of Meyer- Watanabe） of the local times of Gaussian random fields. Sufficient and necessary conditions for the existence and smoothness of the local times, collision local times, and self-intersection local times are established for a large class of Gaussian random fields, including fractional Brownian motions, fractional Brownian sheets and solutions of stochastic heat equations driven by space-time Gaussian noise.

THE OCCUPATION DENSITY FIELD FOR THE CATALYTIC SUPER-BROWNIAN MOTION

It is proved that the occupation time of the catalytic super-Brownian motion is absolutely continuous for d = 1, and the occupation density field is jointly continuous and jointly Holder continuous.