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5. Self-intersection local times and collision local times of bifractional Brownian motions

Self-intersection local times and collision local times of bifractional Brownian motions

来源 :中国科学：数学英文版 | 被引量 : 0次 | 上传用户：w1141

【摘 要】

：

In this paper, we consider the local time and the self-intersection local time for a bifractional Brownian motion, and the collision local time for two independ

【作 者】

：

YiMing Jiang (1)  YongJin Wa 

【机 构】

：

1.SchoolofMathematicalSciencesandTheKeyLaboratoryofPureMathematiesandCombinatories

【出 处】

：

中国科学：数学英文版

【发表日期】

：

2009年9期

【关键词】

：

bifractional BROWNIAN motion SELF-INTERSECTION LOCAL TIME COLLISION LOCAL TIME s 

【基金项目】

：

supported by National Natural Science Foundation of China (Grant No.10871103)

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In this paper, we consider the local time and the self-intersection local time for a bifractional Brownian motion, and the collision local time for two independent bifractional Brownian motions. We mainly prove the existence and smoothness of the self-int

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