当前位置: X-MOL 学术Infin. Dimens. Anal. Quantum Probab. Relat. Top. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Self-intersection local times for multifractional Brownian motion in higher dimensions: A white noise approach
Infinite Dimensional Analysis, Quantum Probability and Related Topics ( IF 0.9 ) Pub Date : 2020-06-04 , DOI: 10.1142/s0219025720500071
Wolfgang Bock 1 , Jose Luis da Silva 2 , Herry Pribawanto Suryawan 3
Affiliation  

In this paper, we study the self-intersection local times of multifractional Brownian motion (mBm) in higher dimensions in the framework of white noise analysis. We show that when a suitable number of kernel functions of self-intersection local times of mBm are truncated then we obtain a Hida distribution. In addition, we present the expansion of the self-intersection local times in terms of Wick powers of white noises. Moreover, we obtain the convergence of the regularized truncated self-intersection local times in the sense of Hida distributions.

中文翻译:

高维多分数布朗运动的自相交局部时间:一种白噪声方法

在本文中,我们在白噪声分析的框架下研究了高维多分数布朗运动(mBm)的自相交局部时间。我们表明,当适当数量的 mBm 的自相交本地时间的核函数被截断时,我们获得了 Hida 分布。此外,我们根据白噪声的 Wick 幂提出了自相交局部时间的扩展。此外,我们获得了Hida分布意义上的正则化截断自相交局部时间的收敛性。
更新日期:2020-06-04
down
wechat
bug