On Collision Local Time of Two Independent Subfractional Brownian Motions

	On Collision Local Time of Two Independent Subfractional Brownian Motions
	Guo, Jingjun; Xiao, Yanping
	2015-12
发表期刊	CMES-COMPUTER MODELING IN ENGINEERING & SCIENCES
卷号	109 期号:6 页码:519-536
摘要	We study the existence of collision local time of two independent subfractional Brownian motions with different coefficients in (-1/2, 1/2) using an alternative expression. We prove that the collision local time is a Hida distribution based on the canonical framework of white noise analysis, and get chaos expansions. Finally, we show that the collision local time exists in (L-2) under appropriate conditions.
关键词	Subfractional Brownian motion Collision local time Hida distribution
收录类别	SCI ; EI ; SCOPUS ; SCIE
ISSN	1526-1492
语种	英语
WOS研究方向	Engineering ; Mathematics
WOS类目	Engineering, Multidisciplinary ; Mathematics, Interdisciplinary Applications
WOS记录号	WOS:000375024500003
出版者	TECH SCIENCE PRESS
EI入藏号	20161802313463
EI主题词	White noise
原始文献类型	Journal article (JA)
EISSN	1526-1506
引用统计	被引频次：1[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/1565
专题	统计与数据科学学院
作者单位	1.Northwest Univ Nationalities, Sch Math & Comp Sci, Lanzhou, Gansu, Peoples R China; 2.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou, Gansu, Peoples R China
推荐引用方式 GB/T 7714	Guo, Jingjun,Xiao, Yanping. On Collision Local Time of Two Independent Subfractional Brownian Motions[J]. CMES-COMPUTER MODELING IN ENGINEERING & SCIENCES,2015,109(6):519-536.
APA	Guo, Jingjun,&Xiao, Yanping.(2015).On Collision Local Time of Two Independent Subfractional Brownian Motions.CMES-COMPUTER MODELING IN ENGINEERING & SCIENCES,109(6),519-536.
MLA	Guo, Jingjun,et al."On Collision Local Time of Two Independent Subfractional Brownian Motions".CMES-COMPUTER MODELING IN ENGINEERING & SCIENCES 109.6(2015):519-536.