On the Collision Local Time of Fractional Brownian Motions

作     者：Yiming JIANG Yongjin WANG 

作者机构：Corresponding author. LPMC School of Mathematical Sciences Nankai University Tianjin 300071 China. LPMC School of Mathematical Sciences Nankai University Tianjin 300071 China. 

出 版 物：《Chinese Annals of Mathematics,Series B》 (数学年刊（B辑英文版）)

年 卷 期：2007年第28卷第3期

页      面：311-320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：the National Natural Science Foundation of China(No. 10471003) 

主　　题：Collision local time Fractional Brownian motion Chaos expansion Hoder continuity 

摘      要：In this paper, the existence and smoothness of the collision local time are proved for two independent fractional Brownian motions, through L^2 convergence and Chaos expansion. Furthermore, the regularity of the collision local time process is studied.