ON COLLISION LOCAL TIME OF TWO INDEPENDENT FRACTIONAL ORNSTEIN-UHLENBECK PROCESSES

	ON COLLISION LOCAL TIME OF TWO INDEPENDENT FRACTIONAL ORNSTEIN-UHLENBECK PROCESSES
	Guo, Jingjun1 ; Li, Chujin 2
	2017-03
发表期刊	ACTA MATHEMATICA SCIENTIA
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
收录类别	SCIE
ISSN	0252-9602
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics
WOS记录号	WOS:000398760600003
出版者	SPRINGER
原始文献类型	Article
EISSN	1572-9087
引用统计	被引频次[WOS]：0 [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/34560
专题	统计与数据科学学院
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
第一作者单位	兰州财经大学
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.
APA	Guo, Jingjun,&Li, Chujin.(2017).ON COLLISION LOCAL TIME OF TWO INDEPENDENT FRACTIONAL ORNSTEIN-UHLENBECK PROCESSES.ACTA MATHEMATICA SCIENTIA,37(2),316-328.
MLA	Guo, Jingjun,et al."ON COLLISION LOCAL TIME OF TWO INDEPENDENT FRACTIONAL ORNSTEIN-UHLENBECK PROCESSES".ACTA MATHEMATICA SCIENTIA 37.2(2017):316-328.