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Intersection local times of fractional Brownian motions with with H ∈ (0,1) as generalized white noise functionals
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Orientador(es)
Resumo(s)
In Rd, for any dimension d ≥ 1, expansions of self-intersection local times of fractional
Brownian motions with arbitrary Hurst coefficients in (0,1) are presented. The expansions are in
terms of Wick powers of white noises (corresponding to multiple Wiener integrals), being well defined in the sense of generalized white noise functionals.
Descrição
Palavras-chave
Fractional Brownian motion Fractional white noise analysis Local time . Faculdade de Ciências Exatas e da Engenharia
Contexto Educativo
Citação
Drumond, C., Oliveira, M. J., & Silva, J. L. (2008, June). Intersection local times of fractional Brownian motions with H∈(0, 1) as generalized white noise functionals. In AIP Conference Proceedings (Vol. 1021, No. 1, pp. 34-45). American Institute of Physics.
Editora
American Institute of Physics