Intersection local times of fractional Brownian motions with H∈(0,1) as generalized white noise functionals

Detalhes bibliográficos
Autor(a) principal: Drumond, Custódia
Data de Publicação: 2008
Outros Autores: Oliveira, Maria João, Silva, José Luís da
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.2/3789
Resumo: In R^d, for any dimension d ≥ 1, expansions of self-intersection local times of fractional Brownian motions with arbitrary Hurst coefficients in (0,1) are presented. The expansions are in terms of Wick powers of white noises (corresponding to multiple Wiener integrals), being well-defined in the sense of generalized white noise functionals.
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spelling Intersection local times of fractional Brownian motions with H∈(0,1) as generalized white noise functionalsFractional Brownian motionFractional white noise analysisLocal timeIn R^d, for any dimension d ≥ 1, expansions of self-intersection local times of fractional Brownian motions with arbitrary Hurst coefficients in (0,1) are presented. The expansions are in terms of Wick powers of white noises (corresponding to multiple Wiener integrals), being well-defined in the sense of generalized white noise functionals.American Institute of PhysicsRepositório AbertoDrumond, CustódiaOliveira, Maria JoãoSilva, José Luís da2015-03-20T16:21:51Z20082008-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.2/3789engDrumond, Custódia; Oliveira, Maria João; Silva, José Luís - Intersection local times of fractional Brownian motions with H∈(0,1) as generalized white noise functionals. "AIP Conference Proceedings" [Em linha]. ISSN 0094-243X (Print) 1551-7616 (Online). Vol. 1021, nº 1 (2008), p. 1-170094-243X10.1063/1.2956798info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-11-16T15:19:14Zoai:repositorioaberto.uab.pt:10400.2/3789Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T22:45:01.146234Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Intersection local times of fractional Brownian motions with H∈(0,1) as generalized white noise functionals
title Intersection local times of fractional Brownian motions with H∈(0,1) as generalized white noise functionals
spellingShingle Intersection local times of fractional Brownian motions with H∈(0,1) as generalized white noise functionals
Drumond, Custódia
Fractional Brownian motion
Fractional white noise analysis
Local time
title_short Intersection local times of fractional Brownian motions with H∈(0,1) as generalized white noise functionals
title_full Intersection local times of fractional Brownian motions with H∈(0,1) as generalized white noise functionals
title_fullStr Intersection local times of fractional Brownian motions with H∈(0,1) as generalized white noise functionals
title_full_unstemmed Intersection local times of fractional Brownian motions with H∈(0,1) as generalized white noise functionals
title_sort Intersection local times of fractional Brownian motions with H∈(0,1) as generalized white noise functionals
author Drumond, Custódia
author_facet Drumond, Custódia
Oliveira, Maria João
Silva, José Luís da
author_role author
author2 Oliveira, Maria João
Silva, José Luís da
author2_role author
author
dc.contributor.none.fl_str_mv Repositório Aberto
dc.contributor.author.fl_str_mv Drumond, Custódia
Oliveira, Maria João
Silva, José Luís da
dc.subject.por.fl_str_mv Fractional Brownian motion
Fractional white noise analysis
Local time
topic Fractional Brownian motion
Fractional white noise analysis
Local time
description In R^d, for any dimension d ≥ 1, expansions of self-intersection local times of fractional Brownian motions with arbitrary Hurst coefficients in (0,1) are presented. The expansions are in terms of Wick powers of white noises (corresponding to multiple Wiener integrals), being well-defined in the sense of generalized white noise functionals.
publishDate 2008
dc.date.none.fl_str_mv 2008
2008-01-01T00:00:00Z
2015-03-20T16:21:51Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.2/3789
url http://hdl.handle.net/10400.2/3789
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Drumond, Custódia; Oliveira, Maria João; Silva, José Luís - Intersection local times of fractional Brownian motions with H∈(0,1) as generalized white noise functionals. "AIP Conference Proceedings" [Em linha]. ISSN 0094-243X (Print) 1551-7616 (Online). Vol. 1021, nº 1 (2008), p. 1-17
0094-243X
10.1063/1.2956798
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv American Institute of Physics
publisher.none.fl_str_mv American Institute of Physics
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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