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Abstract

Let $\100dpi \inline $S^{H_i}=\{S^{H_i}_t,t\geq 0\}$$ , $\100dpi \inline $i=1,2$$ be two independent,
$\100dpi \inline $d$$ -dimensional sub-fractional Brownian motions with respective indices $\100dpi \inline $H_i\in(0,1)$$ .
Assume $\100dpi \inline $d\geq 2$$ . Our principal results are the necessary and sufficient condition for the
existence and smoothness of the collision local time and the intersection local time of
$\100dpi \inline $S^{H_1}$$ and $\100dpi \inline $S^{H_2}$$ through chaos expansion and elementary inequalities.

Corresponding Authors: Shen Guangjun

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http://aps.ecnu.edu.cn/EN/ OR http://aps.ecnu.edu.cn/EN/Y2015/V31/I5/547