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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.
2016 (English)In: Infinite Dimensional Analysis Quantum Probability and Related Topics, ISSN 0219-0257, Vol. 19, no 4, article id 1650026Article in journal (Refereed) Published
Abstract [en]

We present the expansion of the multifractional Brownian motion (mBm) local time in higher dimensions, in terms of Wick powers of white noises (or multiple Wiener integrals). If a suitable number of kernels is subtracted, they exist in the sense of generalized white noise functionals. Moreover, we show the convergence of the regularized truncated local times for mBm in the sense of Hida distributions. 

Place, publisher, year, edition, pages
World Scientific, 2016. Vol. 19, no 4, article id 1650026
National Category
Probability Theory and Statistics
Research subject
Mathematics, Mathematics
Identifiers
URN: urn:nbn:se:lnu:diva-124548DOI: 10.1142/S0219025716500260ISI: 000391537100004Scopus ID: 2-s2.0-85006277744OAI: oai:DiVA.org:lnu-124548DiVA, id: diva2:1802869
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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