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Self-intersection local times for multifractional Brownian motion in higher dimensions: a white noise approach
Technische Universität Kaiserslautern, Germany.ORCID iD: 0000-0002-8400-0416
University of Madeira, Portugal.
Sanata Dharma University, Indonesia.
2020 (English)In: Infinite Dimensional Analysis Quantum Probability and Related Topics, ISSN 0219-0257, Vol. 23, no 1, article id 2050007Article in journal (Refereed) Published
Abstract [en]

In this paper, we study the self-intersection local times of multifractional Brownian motion (mBm) in higher dimensions in the framework of white noise analysis. We show that when a suitable number of kernel functions of self-intersection local times of mBm are truncated then we obtain a Hida distribution. In addition, we present the expansion of the self-intersection local times in terms of Wick powers of white noises. Moreover, we obtain the convergence of the regularized truncated self-intersection local times in the sense of Hida distributions.

Place, publisher, year, edition, pages
World Scientific, 2020. Vol. 23, no 1, article id 2050007
National Category
Probability Theory and Statistics
Research subject
Mathematics, Mathematics
Identifiers
URN: urn:nbn:se:lnu:diva-124533DOI: 10.1142/S0219025720500071ISI: 000538507300007Scopus ID: 2-s2.0-85086165074OAI: oai:DiVA.org:lnu-124533DiVA, id: diva2:1802885
Available from: 2023-10-06 Created: 2023-10-06 Last updated: 2023-10-18Bibliographically approved

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Bock, Wolfgang

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