次分数布朗运动相遇局部时的光滑性

Smoothness of the Collision Local Times of Sub-Fractional Brownian Motions

  • 摘要: 令, 是指标分别为的两个独立的维次分数布朗运动. 本文利用混沌展开与初等的不等式给出了与的相遇局部时、相交局部时存在性, 光滑性的充分必要条件.

     

    Abstract: Let , be two independent, -dimensional sub-fractional Brownian motions with respective indices . Assume . 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 and through chaos expansion and elementary inequalities.

     

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