Derivatives of Intersection Local Time for Two Independent Symmetricα-stable Processes

In this paper,we consider the derivatives of intersection local time for two independent d-dimensional symmetricα-stable processes X^(α) and X^(α)with respective indices α and α.We first study the sufficient condition for the existence of the derivatives,which makes us obtain the exponential integrability and H?lder continuity.Then we show that this condition is also necessary for the existence of derivatives of intersection local time at the origin.Moreover,we also study the power variation of the derivatives.

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.

TOA positioning algorithm of LBL system for underwater target based on PSO

For the underwater long baseline(LBL)positioning systems,the traditional distance intersection algorithm simplifies the sound speed to a constant,and calculates the underwa-ter target position parameters with a nonlinear iteration.However,due to the complex underwater environment,the sound speed changes with time and space,and then the acoustic propagation path is actually a curve,which inevitably causes some errors to the traditional distance intersection positioning algorithm.To reduce the position error caused by the uncertain underwater sound speed,a new time of arrival(TOA)intersection underwater positioning algorithm of LBL system is proposed.Firstly,combined with the vertical layered model of the underwater sound speed,an implicit positioning model of TOA intersection is constructed through the constant gradient acoustic ray tracing.And then an optimization function based on the overall TOA residual square sum is advanced to solve the position parameters for the underwater target.Moreover,the particle swarm optimization(PSO)algorithm is replaced with the tra-ditional nonlinear least square method to optimize the implicit positioning model of TOA intersection.Compared with the traditional distance intersection positioning model,the TOA intersec-tion positioning model is more suitable for the engineering practice and the optimization algorithm is more effective.Simulation results show that the proposed methods in this paper can effectively improve the positioning accuracy for the underwater target.

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 MULTIPLE TIME SET OF BROWNIAN MOTIONS

Let Sdp be the p-multiple time set of the Brownian motion in d dimensions. In this paper , the Hausdorff measure function for S32 is proved to be , and the Hausdorff measuure problem for S2p is also discussed. As a result, a conjecture suggested by J. Rosen is partially proved.