Intersection Local Time for two Independent Fractional Brownian Motions
نویسنده
چکیده
Let B and e B be two independent, d-dimensional fractional Brownian motions with Hurst parameter H ∈ (0, 1) . Assume d ≥ 2. We prove that the intersection local time of B and e B I(BH , e BH) = Z
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Regularity of Intersection Local Times of Fractional Brownian Motions
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