On the Self-Intersection Local Time of Subfractional Brownian Motion
Author(s) -
Junfeng Liu,
Zhihang Peng,
Tang Donglei,
Yuquan Cang
Publication year - 2012
Publication title -
abstract and applied analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.228
H-Index - 56
eISSN - 1687-0409
pISSN - 1085-3375
DOI - 10.1155/2012/414195
Subject(s) - intersection (aeronautics) , brownian motion , mathematics , chaotic , representation (politics) , motion (physics) , white noise , artificial intelligence , computer science , statistics , geography , cartography , politics , political science , law
We study the problem of self-intersection local time of d-dimensional subfractional Brownian motion based on the property of chaotic representation and the white noise analysis
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