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 colli...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.展开更多
基金the National Natural Science Foundation of China(No. 10471003).
文摘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.
