intersection local times
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Author(s):  
Wolfgang Bock ◽  
Jose Luis da Silva ◽  
Herry Pribawanto Suryawan

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.


2017 ◽  
Vol 247 (1171) ◽  
pp. 0-0
Author(s):  
Yves Le Jan ◽  
Michael Marcus ◽  
Jay Rosen

2016 ◽  
Vol 77 (2) ◽  
pp. 141-152
Author(s):  
Jinky Bornales ◽  
Maria João Oliveira ◽  
Ludwig Streit

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