Local times for multifractional Brownian motion in higher dimensions: A white noise approach

被引：4

作者：

Bock, Wolfgang ^{[1
]}

da Silva, Jose Luis ^{[2
]}

Suryawan, Herry P. ^{[3
]}

机构：

[1] Tech Univ Kaiserslautern, Fachbereich Math, Postfach 3049, D-67653 Kaiserslautern, Germany

[2] Univ Madeira, CIMA, Campus Penteada, P-9020105 Funchal, Portugal

[3] Sanata Dharma Univ, Dept Math, Yogyakarta, Indonesia

来源：

INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS | 2016年 / 19卷 / 04期

关键词：

Multifractional brownian motion; local time; white noise analysis; GENERALIZED FUNCTIONALS; STOCHASTIC CALCULUS; PATH PROPERTIES; RESPECT;

D O I：

10.1142/S0219025716500260

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We present the expansion of the multifractional Brownian motion (mBm) local time in higher dimensions, in terms of Wick powers of white noises (or multiple Wiener integrals). If a suitable number of kernels is subtracted, they exist in the sense of generalized white noise functionals. Moreover, we show the convergence of the regularized truncated local times for mBm in the sense of Hida distributions.

引用

页数：16

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