Intersection local times of fractional Brownian motions with H∈(0,1) as generalized white noise functionals

AIP Conference Proceedings

Volumn 1021, Issue , 2008, Pages 34-45

  Drumond, Custódia ^a   Oliveira, Maria João ^b,c   Da Silva, José Luís ^a  

^a UNIVERSITY OF MADEIRA   (Portugal)

^b UNIVERSIDADE ABERTA   (Portugal)

^c UNIVERSITY OF LISBON   (Portugal)

Author keywords

Fractional Brownian motion; Fractional white noise analysis; Local time

Indexed keywords

EID: 49149105985     PISSN: 0094243X     EISSN: 15517616     Source Type: Conference Proceeding    
DOI: 10.1063/1.2956798     Document Type: Conference Paper

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