Intersection local time for two independent fractional Brownian motions

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dc.creatorNualart, David
dc.creatorOrtiz-Latorre, Salvador
dc.date2007-04-10
dc.date.accessioned2026-07-07T07:55:57Z
dc.date.available2026-07-07T07:55:57Z
dc.descriptionWe prove the existence of the intersection local time for two independent, d -dimensional fractional Brownian motions with the same Hurst parameter H. Assume d greater or equal to 2, then the intersection local time exists if and only if Hd<2.
dc.identifierhttps://arxiv.org/abs/0704.1259
dc.identifierhttp://arxiv.org/abs/0704.1259
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/127136
dc.subjectProbability
dc.titleIntersection local time for two independent fractional Brownian motions
dc.typetext

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