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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 (engelsk)Inngår i: Infinite Dimensional Analysis Quantum Probability and Related Topics, ISSN 0219-0257, Vol. 23, nr 1, artikkel-id 2050007Artikkel i tidsskrift (Fagfellevurdert) 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.

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World Scientific, 2020. Vol. 23, nr 1, artikkel-id 2050007
HSV kategori
Forskningsprogram
Matematik, Matematik
Identifikatorer
URN: urn:nbn:se:lnu:diva-124533DOI: 10.1142/S0219025720500071ISI: 000538507300007Scopus ID: 2-s2.0-85086165074OAI: oai:DiVA.org:lnu-124533DiVA, id: diva2:1802885
Tilgjengelig fra: 2023-10-06 Laget: 2023-10-06 Sist oppdatert: 2023-10-18bibliografisk kontrollert

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