| ON COLLISION LOCAL TIME OF TWO INDEPENDENT FRACTIONAL ORNSTEIN-UHLENBECK PROCESSES |
| Guo, Jingjun1 ; Li, Chujin2
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| 2017-03
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| 发表期刊 | ACTA MATHEMATICA SCIENTIA
(IF:0.919[JCR-2019],0.918[5-Year]) |
| 卷号 | 37期号:2页码:316-328 |
| 摘要 | In this article, we study the existence of collision local time of two independent d-dimensional fractional Ornstein-Uhlenbeck processes X-t(H1) and (x) over tilde (H2)(t), with different parameters H-i is an element of (0, 1), i = 1, 2. Under the canonical framework of white noise analysis, we characterize the collision local time as a Hida distribution and obtain its' chaos expansion. |
| 关键词 | Collision local time
fractional Ornstein-Uhlenbeck processes
generalized white noise functionals
choas expansion
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| 收录类别 | SCIE
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| ISSN | 0252-9602
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| 语种 | 英语
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| WOS研究方向 | Mathematics
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| WOS类目 | Mathematics
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| WOS记录号 | WOS:000398760600003
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| 出版者 | SPRINGER
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| 原始文献类型 | Article
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| EISSN | 1572-9087
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| 引用统计 |
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| 文献类型 | 期刊论文
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| 条目标识符 | http://ir.lzufe.edu.cn/handle/39EH0E1M/34560
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| 专题 | 统计与数据科学学院
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| 作者单位 | 1.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou 730020, Peoples R China;
2.Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Peoples R China
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| 第一作者单位 | 兰州财经大学
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推荐引用方式
GB/T 7714 |
Guo, Jingjun,Li, Chujin. ON COLLISION LOCAL TIME OF TWO INDEPENDENT FRACTIONAL ORNSTEIN-UHLENBECK PROCESSES[J]. ACTA MATHEMATICA SCIENTIA,2017,37(2):316-328.
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| APA |
Guo, Jingjun,&Li, Chujin.(2017).ON COLLISION LOCAL TIME OF TWO INDEPENDENT FRACTIONAL ORNSTEIN-UHLENBECK PROCESSES.ACTA MATHEMATICA SCIENTIA,37(2),316-328.
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| MLA |
Guo, Jingjun,et al."ON COLLISION LOCAL TIME OF TWO INDEPENDENT FRACTIONAL ORNSTEIN-UHLENBECK PROCESSES".ACTA MATHEMATICA SCIENTIA 37.2(2017):316-328.
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