Self-intersection local times and collision local times of bifractional Brownian motions  

作　　者：JIANG YiMing WANG YongJin 

机构地区：[1]School of Mathematical Sciences and The Key Laboratory of Pure Mathematies and Combinatories,Ministry of Edueation,Nankai University,Tianjin 300071,China

出　　处：《Science China Mathematics》2009年第9期1905-1919,共15页中国科学：数学（英文版）

基　　金：supported by National Natural Science Foundation of China (Grant No.10871103)

摘　　要：In this paper, we consider the local time and the self-intersection local time for a bifractional Brownian motion, and the collision local time for two independent bifractional Brownian motions. We mainly prove the existence and smoothness of the self-intersection local time and the collision local time, through the strong local nondeterminism of bifractional Brownian motion, L2 convergence and Chaos expansion.In this paper, we consider the local time and the self-intersection local time for a bifractional Brownian motion, and the collision local time for two independent bifractional Brownian motions. We mainly prove the existence and smoothness of the self-intersection local time and the collision local time, through the strong local nondeterminism of bifractional Brownian motion, L 2 convergence and Chaos expansion.

关 键 词：bifractional Brownian motion self-intersection local time collision local time strong local nondeterminism 60G15 60G18 60J55 

分 类 号：TP391.41[自动化与计算机技术—计算机应用技术]