Intersection local times of independent fractional Brownian motions as generalized white noise functionals
In this work we present expansions of intersection local times of fractional Brownian motions in R^d , for any dimension d ≥ 1, with arbitrary Hurst coefficients in (0, 1)^d . The expansions are in terms of Wick powers of white noises (corresponding to multiple Wiener integrals), being well-defined...
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| Other Authors: | , |
| Format: | article |
| Language: | eng |
| Published: |
2012
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10400.2/2033 |
| Country: | Portugal |
| Oai: | oai:repositorioaberto.uab.pt:10400.2/2033 |