On the Collision Local Time of Fractional Brownian Motions  

作　　者：Yiming JIANG Yongjin WANG 

机构地区：[1]Corresponding author. LPMC, School of Mathematical Sciences, Nankai University, Tianjin 300071, China. [2]LPMC, School of Mathematical Sciences, Nankai University, Tianjin 300071, China.

出　　处：《Chinese Annals of Mathematics,Series B》2007年第3期311-320,共10页数学年刊（B辑英文版）

基　　金：the National Natural Science Foundation of China(No. 10471003).

摘　　要：In this paper, the existence and smoothness of the collision local time are proved for two independent fractional Brownian motions, through L^2 convergence and Chaos expansion. Furthermore, the regularity of the collision local time process is studied.

关 键 词：Collision local time Fractional Brownian motion Chaos expansion Hoder continuity 

分 类 号：O211.6[理学—概率论与数理统计]