Intersection local times of independent fractional Brownian motions as generalized white noise functionals

Acta Applicandae Mathematicae

Volumn 113, Issue 1, 2011, Pages 17-39

  Oliveira, Maria João ^a   Da Silva, José Luís ^b   Streit, Ludwig ^b,c  

^a UNIVERSIDADE ABERTA   (Portugal)

^b UNIVERSITY OF MADEIRA   (Portugal)

^c BIELEFELD UNIVERSITY   (Germany)

Author keywords

Fractional Brownian motion; Local time; White noise analysis

Indexed keywords

FRACTIONAL BROWNIAN MOTION; FUNCTIONALS; HURST COEFFICIENT; LOCAL TIME; MULTIPLE WIENER INTEGRAL; SUFFICIENT CONDITIONS; WHITE NOISE ANALYSIS;

NONLINEAR FILTERING; ROUTERS; WHITE NOISE;

BROWNIAN MOVEMENT;

EID: 78651288271     PISSN: 01678019     EISSN: 15729036     Source Type: Journal    
DOI: 10.1007/s10440-010-9579-1     Document Type: Article

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