Publication
Intersection local times of fractional Brownian motions with with H ∈ (0,1) as generalized white noise functionals
| dc.contributor.author | Drumond, Custódia | |
| dc.contributor.author | Oliveira, Maria João | |
| dc.contributor.author | Silva, José Luís da | |
| dc.date.accessioned | 2022-11-25T11:58:52Z | |
| dc.date.available | 2022-11-25T11:58:52Z | |
| dc.date.issued | 2008-02-29 | |
| dc.description.abstract | 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. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | 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. | pt_PT |
| dc.identifier.doi | 10.1063/1.2956798 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.13/4816 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | American Institute of Physics | pt_PT |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | pt_PT |
| dc.subject | Fractional Brownian motion | pt_PT |
| dc.subject | Fractional white noise analysis | pt_PT |
| dc.subject | Local time | pt_PT |
| dc.subject | . | pt_PT |
| dc.subject | Faculdade de Ciências Exatas e da Engenharia | pt_PT |
| dc.title | Intersection local times of fractional Brownian motions with with H ∈ (0,1) as generalized white noise functionals | pt_PT |
| dc.type | conference object | |
| dspace.entity.type | Publication | |
| oaire.citation.endPage | 45 | pt_PT |
| oaire.citation.startPage | 34 | pt_PT |
| oaire.citation.title | AIP Conference Proceedings (Vol. 1021, No. 1) | pt_PT |
| oaire.citation.volume | 1021 | pt_PT |
| person.familyName | Drumond | |
| person.familyName | Luís da Silva | |
| person.givenName | Custódia | |
| person.givenName | José | |
| person.identifier.ciencia-id | 5319-65EA-8C46 | |
| person.identifier.orcid | 0000-0003-1538-8864 | |
| person.identifier.orcid | 0000-0002-5207-1703 | |
| person.identifier.scopus-author-id | 6507687990 | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | conferenceObject | pt_PT |
| relation.isAuthorOfPublication | 65670e17-312c-4f5c-8f06-247c2ec94199 | |
| relation.isAuthorOfPublication | 8f914cb9-34b0-4c26-9e30-e5931c3727da | |
| relation.isAuthorOfPublication.latestForDiscovery | 8f914cb9-34b0-4c26-9e30-e5931c3727da |
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