Renormalized self-intersection local time for sub-bifractional Brownian motion-Reference-Cited by-同舟云学术

Renormalized self-intersection local time for sub-bifractional Brownian motion

Published:2022 Issue:12 Volume:36 Page:4023-4040
ISSN:0354-5180
Container-title:Filomat
language:en
Short-container-title:Filomat

Author:

Kuang Nenghui¹,Liu Bingquan²

Affiliation:

1. School of Mathematics and Computing Science, Hunan University of Science and Technology, Xiangtan, Hunan, P.R. China

2. School of Mathematics and Information Science, Weinan Normal University, Weinan, P.R. China

Abstract

Let SH,K = {SH,K(t), t ? 0} be a d?dimensional sub-bifractional Brownian motion with indices H ? (0, 1) and K ? (0,1]. Assuming d ? 2, as HKd < 1, we mainly prove that the renormalized self-intersection local time ? t0 ? s0 ?(SH,K(s) ? SH,K(r))drds ? E [?t0 ?s0 ?(SH,K(s) ? SH,K(r))drds] exists in L2, where ?(x) is the Dirac delta function for x ? Rd.

Publisher

National Library of Serbia

Subject

General Mathematics

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