In Rd, for any dimension d ≥ 1, expansions of self-intersection local times of fractional Brownian motions with arbitrary Hurst coefficients in (0,1) are presented. 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.info:eu-repo/semantics/publishedVersio
AbstractIn this paper, a class of Gaussian processes, having locally the same fractal properties as ...
AbstractDouble intersection local times α(x,.) of Brownian motion W if Rd which measure the size of ...
AbstractIn this paper, we study the fractional smoothness of local times of general processes starti...
Oliveira MJ, da Silva JL, Streit L. Intersection Local Times of Independent Fractional Brownian Moti...
In R^d, for any dimension d ≥ 1, expansions of self-intersection local times of fractional Brownian ...
In this work we present expansions of intersection local times of fractional Brownian motions in R^...
DeFaria M, Hida T, Streit L, Watanabe H. Intersection local times as generalized white noise functio...
A “chaos expansion ” of the intersection local time functional of two indepen-dent Brownian motions ...
We present a new approach to treat the problem of self intersection local time of a d-dimensional Fr...
Intersection local times of fractional Brownian motions with H ∈ (0, 1) as generalized whit
Let BH and be two independent d-dimensional fractional Brownian motions with Hurst parameter H[set m...
Mendonca S, Streit L. Multiple intersection local times in terms of white noise. INFINITE DIMENSIONA...
AbstractWe consider fractional Brownian motions BtH with arbitrary Hurst coefficients 0<H<1 and prov...
We find the chaos expansion of local time l(T)((H))(x, (.)) of fractional Brownian motion with Hurst...
We consider fractional Brownian motions BtH with arbitrary Hurst coefficients 0Fractional Brownian m...
AbstractIn this paper, a class of Gaussian processes, having locally the same fractal properties as ...
AbstractDouble intersection local times α(x,.) of Brownian motion W if Rd which measure the size of ...
AbstractIn this paper, we study the fractional smoothness of local times of general processes starti...
Oliveira MJ, da Silva JL, Streit L. Intersection Local Times of Independent Fractional Brownian Moti...
In R^d, for any dimension d ≥ 1, expansions of self-intersection local times of fractional Brownian ...
In this work we present expansions of intersection local times of fractional Brownian motions in R^...
DeFaria M, Hida T, Streit L, Watanabe H. Intersection local times as generalized white noise functio...
A “chaos expansion ” of the intersection local time functional of two indepen-dent Brownian motions ...
We present a new approach to treat the problem of self intersection local time of a d-dimensional Fr...
Intersection local times of fractional Brownian motions with H ∈ (0, 1) as generalized whit
Let BH and be two independent d-dimensional fractional Brownian motions with Hurst parameter H[set m...
Mendonca S, Streit L. Multiple intersection local times in terms of white noise. INFINITE DIMENSIONA...
AbstractWe consider fractional Brownian motions BtH with arbitrary Hurst coefficients 0<H<1 and prov...
We find the chaos expansion of local time l(T)((H))(x, (.)) of fractional Brownian motion with Hurst...
We consider fractional Brownian motions BtH with arbitrary Hurst coefficients 0Fractional Brownian m...
AbstractIn this paper, a class of Gaussian processes, having locally the same fractal properties as ...
AbstractDouble intersection local times α(x,.) of Brownian motion W if Rd which measure the size of ...
AbstractIn this paper, we study the fractional smoothness of local times of general processes starti...