TY  - EJOU
AU  - Guo, Jingjun  
AU  - Xiao, Yanping  

TI  - On Collision Local Time of Two Independent Subfractional Brownian Motions
T2  - Computer Modeling in Engineering \& Sciences

PY  - 2015
VL  - 109-110
IS  - 6
SN  - 1526-1506

AB  - We study the existence of collision local time of two independent subfractional Brownian motions with different coefficients in (-1/2,1/2) using an alternative expression. We prove that the collision local time is a Hida distribution based on the canonical framework of white noise analysis, and get chaos expansions. Finally, we show that the collision local time exists in (L2) under appropriate conditions.
KW  - Subfractional Brownian motion
KW  -  Collision local time
KW  -  Hida distribution

DO  - 10.3970/cmes.2015.109.519