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    ARTICLE

    On Collision Local Time of Two Independent Subfractional Brownian Motions

    Jingjun Guo1, Yanping Xiao2

    CMES-Computer Modeling in Engineering & Sciences, Vol.109-110, No.6, pp. 519-536, 2015, DOI:10.3970/cmes.2015.109.519

    Abstract 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. More >

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