ON COLLISION LOCAL TIME OF TWO INDEPENDENT FRACTIONAL ORNSTEIN-UHLENBECK PROCESSES  

作　　者：郭精军 李楚进 

机构地区：[1]School of Statistics, Lanzhou University of Finance and Economics [2]School of Mathematics and Statistics, Huazhong University of Science and Technology

出　　处：《Acta Mathematica Scientia》2017年第2期316-328,共13页数学物理学报（B辑英文版）

基　　金：supported by the National Natural Science Fundation of China(71561017);the Science and Technology Plan of Gansu Province(1606RJZA041);the Youth Plan of Academic Talent of Lanzhou University of Finance and Economics;supported by the Fundamental Research Funds for the Central Universities(HUST2015QT005)

摘　　要：In this article, we study the existence of collision local time of two indepen- dent d-dimensional fractional Ornstein-Uhlenbeck processes X＋^H1 and Xt^H2 with different parameters Hi ∈ （0, 1）,i = 1, 2. Under the canonical framework of white noise analysis, we characterize the collision local time as a Hida distribution and obtain its＇ chaos expansion. Key words Collision local time; fractional Ornstein-Uhlenbeck processes; generalized white noise functionals; choas expansionIn this article, we study the existence of collision local time of two indepen- dent d-dimensional fractional Ornstein-Uhlenbeck processes X＋^H1 and Xt^H2 with different parameters Hi ∈ （0, 1）,i = 1, 2. Under the canonical framework of white noise analysis, we characterize the collision local time as a Hida distribution and obtain its＇ chaos expansion. Key words Collision local time; fractional Ornstein-Uhlenbeck processes; generalized white noise functionals; choas expansion

关 键 词：Collision local time fractional Ornstein-Uhlenbeck processes generalized white noise functionals choas expansion 

分 类 号：O211.6[理学—概率论与数理统计]