We present a new approach to treat the problem of self intersection local time of a d-dimensional Fractional Brownian motion based on the property of chaotic representation and the white noise analysis. This approach could be generalized to general Gaussian processes. Mathematics Subject Classification: 60H40, 60J65
In this paper we show that for any spatial dimension the renormalized self-intersection local times ...
Intersection local times of fractional Brownian motions with H ∈ (0, 1) as generalized whit
Abstract Let BH,K={BH,K(t),t≥0} $B^{H,K}=\{B^{H,K}(t), t \geq 0\}$ be a d-dimensional bifractional B...
In Rd, for any dimension d ≥ 1, expansions of self-intersection local times of fractional Brownian ...
Oliveira MJ, da Silva JL, Streit L. Intersection Local Times of Independent Fractional Brownian Moti...
Let BH and be two independent d-dimensional fractional Brownian motions with Hurst parameter H[set m...
In R^d, for any dimension d ≥ 1, expansions of self-intersection local times of fractional Brownian ...
Albeverio S, Oliveira MJ, Streit L. Intersection local times of independent Brownian motions as gene...
Bornales J, Oliveira MJ, Streit L. Chaos Decomposition and Gap Renormalization of Brownian Self-Inte...
AbstractWe show how to renormalize the intersection local time of fractional Brownian motion of inde...
In this paper we show that for any spatial dimension the renormalized self-intersection local times ...
In this work we present expansions of intersection local times of fractional Brownian motions in R^...
AbstractDouble intersection local times α(x,.) of Brownian motion W if Rd which measure the size of ...
1 Introduction and statement of the results Self intersection local time of Brownian motion have bee...
Mendonca S, Streit L. Multiple intersection local times in terms of white noise. INFINITE DIMENSIONA...
In this paper we show that for any spatial dimension the renormalized self-intersection local times ...
Intersection local times of fractional Brownian motions with H ∈ (0, 1) as generalized whit
Abstract Let BH,K={BH,K(t),t≥0} $B^{H,K}=\{B^{H,K}(t), t \geq 0\}$ be a d-dimensional bifractional B...
In Rd, for any dimension d ≥ 1, expansions of self-intersection local times of fractional Brownian ...
Oliveira MJ, da Silva JL, Streit L. Intersection Local Times of Independent Fractional Brownian Moti...
Let BH and be two independent d-dimensional fractional Brownian motions with Hurst parameter H[set m...
In R^d, for any dimension d ≥ 1, expansions of self-intersection local times of fractional Brownian ...
Albeverio S, Oliveira MJ, Streit L. Intersection local times of independent Brownian motions as gene...
Bornales J, Oliveira MJ, Streit L. Chaos Decomposition and Gap Renormalization of Brownian Self-Inte...
AbstractWe show how to renormalize the intersection local time of fractional Brownian motion of inde...
In this paper we show that for any spatial dimension the renormalized self-intersection local times ...
In this work we present expansions of intersection local times of fractional Brownian motions in R^...
AbstractDouble intersection local times α(x,.) of Brownian motion W if Rd which measure the size of ...
1 Introduction and statement of the results Self intersection local time of Brownian motion have bee...
Mendonca S, Streit L. Multiple intersection local times in terms of white noise. INFINITE DIMENSIONA...
In this paper we show that for any spatial dimension the renormalized self-intersection local times ...
Intersection local times of fractional Brownian motions with H ∈ (0, 1) as generalized whit
Abstract Let BH,K={BH,K(t),t≥0} $B^{H,K}=\{B^{H,K}(t), t \geq 0\}$ be a d-dimensional bifractional B...
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