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, issue 1

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

Date: 2012
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https://doi.org/10.1155/2012/414195

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlaaa:v:2012:y:2012:i:1:n:414195

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