ON COLLISION LOCAL TIME OF TWO INDEPENDENT FRACTIONAL ORNSTEIN-UHLENBECK PROCESSES

作     者：郭精军 李楚进 

作者机构：School of Statistics Lanzhou University of Finance and Economics School of Mathematics and Statistics Huazhong University of Science and Technology 

出 版 物：《Acta Mathematica Scientia》 (数学物理学报（B辑英文版）)

年 卷 期：2017年第37卷第2期

页      面：316-328页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：supported by the National Natural Science Fundation of China(71561017) the Science and Technology Plan of Gansu Province(1606RJZA041) the Youth Plan of Academic Talent of Lanzhou University of Finance and Economics supported by the Fundamental Research Funds for the Central Universities(HUST2015QT005) 

主　　题：Collision local time fractional Ornstein-Uhlenbeck processes generalized white noise functionals choas expansion 

摘      要：In this article, we study the existence of collision local time of two indepen- dent d-dimensional fractional Ornstein-Uhlenbeck processes X＋^H1 and Xt^H2 with different parameters Hi ∈ （0, 1）,i = 1, 2. Under the canonical framework of white noise analysis, we characterize the collision local time as a Hida distribution and obtain its＇ chaos expansion. Key words Collision local time; fractional Ornstein-Uhlenbeck processes; generalized white noise functionals; choas expansion