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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