On Collision Local Time of Two Independent Subfractional Brownian Motions
Jingjun Guo and Yanping Xiao

Source CMES: Computer Modeling in Engineering & Sciences, Vol. 109, No. 6, pp. 519-536, 2015
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Keywords Subfractional Brownian motion, Collision local time, Hida distribution.

We study the existence of collision local time of two independent subfractional Brownian motions with different coefficients in (-1/2,1/2) using an alternative expression. We prove that the collision local time is a Hida distribution based on the canonical framework of white noise analysis, and get chaos expansions. Finally, we show that the collision local time exists in (L2) under appropriate conditions.

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