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

Details Intersection local times of fractional Brownian motions with $H\in(0,1)$ as generalized white noise functionals Intersection local times of fractional Brownian motions with $H\in(0,1)$ as generalized white noise functionals

2008-02-29

arxiv.org/abs/0802.4367v1

AIP Conf. Proc. vol. 1021 (1) (2008), 34-45

Physics

Mathematical Physics

17 pages

Scientific paper

10.1063/1.2956798

In $\R^d$, for any dimension $d\geq 1$, 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.

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