Intersection local times of fractional Brownian motions with with H ∈ (0,1) as generalized white noise functionals

• Author(s): Drumond, Custódia ; Oliveira, Maria João ; Silva, José Luís da
• Date: 2008
• Persistent ID: http://hdl.handle.net/10400.13/4816
• Origin: DigitUMa - Repositório da Universidade da Madeira
• Subject(s): Fractional Brownian motion; Fractional white noise analysis; Local time; .; Faculdade de Ciências Exatas e da Engenharia
• Document Type: Conference object
• Language: English
• Contributor(s): DigitUMa

Description

In Rd, for any dimension d ≥ 1, expansions of self-intersection local times of fractional Brownian motions with arbitrary Hurst coefficients in (0,1) are presented. The expansions are in terms of Wick powers of white noises (corresponding to multiple Wiener integrals), being well defined in the sense of generalized white noise functionals.