On the Self-Intersection Local Time of Subfractional Brownian Motion
We study the problem of self-intersection local time of d-dimensional subfractional Brownian motion based on the property of chaotic representation and the white noise analysis.
Saved in:
Main Authors: | , , , |
---|---|
Format: | Article |
Language: | English |
Published: |
Wiley
2012-01-01
|
Series: | Abstract and Applied Analysis |
Online Access: | http://dx.doi.org/10.1155/2012/414195 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
_version_ | 1832552299534221312 |
---|---|
author | Junfeng Liu Zhihang Peng Donglei Tang Yuquan Cang |
author_facet | Junfeng Liu Zhihang Peng Donglei Tang Yuquan Cang |
author_sort | Junfeng Liu |
collection | DOAJ |
description | We study the problem of self-intersection local time of d-dimensional subfractional Brownian motion based on the property of chaotic representation and the white noise analysis. |
format | Article |
id | doaj-art-761d71c3fe674e40a86e02e5e6a69aab |
institution | Kabale University |
issn | 1085-3375 1687-0409 |
language | English |
publishDate | 2012-01-01 |
publisher | Wiley |
record_format | Article |
series | Abstract and Applied Analysis |
spelling | doaj-art-761d71c3fe674e40a86e02e5e6a69aab2025-02-03T05:59:08ZengWileyAbstract and Applied Analysis1085-33751687-04092012-01-01201210.1155/2012/414195414195On the Self-Intersection Local Time of Subfractional Brownian MotionJunfeng Liu0Zhihang Peng1Donglei Tang2Yuquan Cang3School of Mathematics and Statistics, Nanjing Audit University, 86 West Yu Shan Road, Pukou, Nanjing 211815, ChinaDepartment of Epidemiology and Biostatistics, Nanjing Medical University, 140 Hanzhong Road, Gulou, Nanjing 210029, ChinaSchool of Mathematics and Statistics, Nanjing Audit University, 86 West Yu Shan Road, Pukou, Nanjing 211815, ChinaSchool of Mathematics and Statistics, Nanjing Audit University, 86 West Yu Shan Road, Pukou, Nanjing 211815, ChinaWe study the problem of self-intersection local time of d-dimensional subfractional Brownian motion based on the property of chaotic representation and the white noise analysis.http://dx.doi.org/10.1155/2012/414195 |
spellingShingle | Junfeng Liu Zhihang Peng Donglei Tang Yuquan Cang On the Self-Intersection Local Time of Subfractional Brownian Motion Abstract and Applied Analysis |
title | On the Self-Intersection Local Time of Subfractional Brownian Motion |
title_full | On the Self-Intersection Local Time of Subfractional Brownian Motion |
title_fullStr | On the Self-Intersection Local Time of Subfractional Brownian Motion |
title_full_unstemmed | On the Self-Intersection Local Time of Subfractional Brownian Motion |
title_short | On the Self-Intersection Local Time of Subfractional Brownian Motion |
title_sort | on the self intersection local time of subfractional brownian motion |
url | http://dx.doi.org/10.1155/2012/414195 |
work_keys_str_mv | AT junfengliu ontheselfintersectionlocaltimeofsubfractionalbrownianmotion AT zhihangpeng ontheselfintersectionlocaltimeofsubfractionalbrownianmotion AT dongleitang ontheselfintersectionlocaltimeofsubfractionalbrownianmotion AT yuquancang ontheselfintersectionlocaltimeofsubfractionalbrownianmotion |