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.

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Bibliographic Details
Main Authors: Junfeng Liu, Zhihang Peng, Donglei Tang, Yuquan Cang
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2012/414195
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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
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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