Intersection Local Times of Independent Fractional Brownian Motions as Generalized White Noise Functionals
@article{Oliveira2011IntersectionLT, title={Intersection Local Times of Independent Fractional Brownian Motions as Generalized White Noise Functionals}, author={M. Oliveira and J. Silva and L. Streit}, journal={Acta Applicandae Mathematicae}, year={2011}, volume={113}, pages={17-39} }
In this work we present expansions of intersection local times of fractional Brownian motions in ℝd, for any dimension d≥1, with arbitrary Hurst coefficients in (0,1)d. The expansions are in terms of Wick powers of white noises (corresponding to multiple Wiener integrals), being well-defined in the sense of generalized white noise functionals. As an application of our approach, a sufficient condition on d for the existence of intersection local times in L2 is derived, extending the results in… CONTINUE READING
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