On Collision Local Time of Two Independent Subfractional Brownian Motions
Jingjun Guo1, Yanping Xiao2
School of Statistics, Lanzhou University of Finance and Economics, Lanzhou, Gansu, China.
School of Mathematics and Computer Science, Northwest University for Nationalities, Lanzhou, Gansu, China. Corresponding author (Yanping Xiao): hardxiao@126.com.
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.
Guo, J., Xiao, Y. (2015). On Collision Local Time of Two Independent Subfractional Brownian Motions. CMES-Computer Modeling in Engineering & Sciences, 109-110(6), 519–536. https://doi.org/10.3970/cmes.2015.109.519
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