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Self-intersection local times and collision local times of bifractional Brownian motions 被引量:12
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作者 JIANG YiMing WANG YongJin 《Science China Mathematics》 SCIE 2009年第9期1905-1919,共15页
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 ex... 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. 展开更多
关键词 bifractional Brownian motion self-intersection local time collision local time strong local nondeterminism 60G15 60g18 60J55
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《A&S(安全&自动化)》 2005年第8期134-135,共2页
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