Open Access

ARTICLE

On Collision Local Time of Two Independent Subfractional Brownian Motions

Jingjun Guo¹, Yanping Xiao²

1 School of Statistics, Lanzhou University of Finance and Economics, Lanzhou, Gansu, China.
2 School of Mathematics and Computer Science, Northwest University for Nationalities, Lanzhou, Gansu, China. Corresponding author (Yanping Xiao): hardxiao@126.com.

Computer Modeling in Engineering & Sciences 2015, 109-110(6), 519-536. https://doi.org/10.3970/cmes.2015.109.519

Abstract

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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Keywords

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