On the Self-Intersection Local Time of Subfractional Brownian Motion

Junfeng Liu, Zhihang Peng, Donglei Tang and Yuquan Cang

Abstract and Applied Analysis, 2012, vol. 2012, 1-27

Abstract:

We study the problem of self-intersection local time of -dimensional subfractional Brownian motion based on the property of chaotic representation and the white noise analysis.

Date: 2012
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/AAA/2012/414195.pdf (application/pdf)
http://downloads.hindawi.com/journals/AAA/2012/414195.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:414195

DOI: 10.1155/2012/414195

Access Statistics for this article

More articles in Abstract and Applied Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().