Collision local times of two independent fractional Brownian motions

doi:10.1007/s11464-011-0095-z

	Collision local times of two independent fractional Brownian motions
	Wang, Xiangjun ; Guo, Jingjun; Jiang, Guo
	2011-04
发表期刊	FRONTIERS OF MATHEMATICS IN CHINA
卷号	6 期号:2 页码:325-338
摘要	In this paper, the collision local times for two independent fractional Brownian motions are considered as generalized white noise functionals. Moreover, the collision local times exist in L-2 under mild conditions and chaos expansions are also given.
关键词	Fractional Brownian motion collision local time white noise functional
DOI	10.1007/s11464-011-0095-z
收录类别	SCI ; SCOPUS ; SCIE ; CSCD
ISSN	1673-3452
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics
WOS记录号	WOS:000289286000009
出版者	HIGHER EDUCATION PRESS
原始文献类型	Article
EISSN	1673-3576
引用统计	被引频次：2[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/3545
专题	统计与数据科学学院
作者单位	1.Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Peoples R China; 2.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou 730020, Peoples R China; 3.Hubei Normal Univ, Sch Math & Stat, Huangshi 435002, Peoples R China
推荐引用方式 GB/T 7714	Wang, Xiangjun,Guo, Jingjun,Jiang, Guo. Collision local times of two independent fractional Brownian motions[J]. FRONTIERS OF MATHEMATICS IN CHINA,2011,6(2):325-338.
APA	Wang, Xiangjun,Guo, Jingjun,&Jiang, Guo.(2011).Collision local times of two independent fractional Brownian motions.FRONTIERS OF MATHEMATICS IN CHINA,6(2),325-338.
MLA	Wang, Xiangjun,et al."Collision local times of two independent fractional Brownian motions".FRONTIERS OF MATHEMATICS IN CHINA 6.2(2011):325-338.