Integration with respect to fractional local times with Hurst index $H$ greater than 1/2

dc.creatorYan, Litan
dc.creatorLiu, Junfeng
dc.creatorYang, Xiangfeng
dc.date2008-03-26
dc.date2008-12-04
dc.date.accessioned2026-07-07T12:08:57Z
dc.date.available2026-07-07T12:08:57Z
dc.descriptionLet ${\mathscr L}^H(x,t)=2H\int_0^tδ(B^H_s-x)s^{2H-1}ds$ be the weighted local time of fractional Brownian motion $B^H$ with Hurst index $1/2<H<1$. In this paper, we use Young integration to study the integral of determinate functions $\int_{\mathbb R}f(x){\mathscr L}^H(dx,t)$. As an application, we investigate the {\it weighted quadratic covariation} $[f(B^H),B^H]^{(W)}$ defined by $$ [f(B^H),B^H]^{(W)}_t:=\lim_{n\to \infty}2H\sum_{k=0}^{n-1} k^{2H-1}\{f(B^H_{t_{k+1}})-f(B^H_{t_{k}})\}(B^H_{t_{k+1}}-B^H_{t_{k}}), $$ where the limit is uniform in probability and $t_k=kt/n$. We show that it exists and $$ [f(B^H),B^H]^{(W)}_t=-\int_{\mathbb R}f(x){\mathscr L}^H(dx,t), $$ provided $f$ is of bounded $p$-variation with $1\leq p<\frac{2H}{1-H}$. Moreover, we extend this result to the time-dependent case. These allow us to write the fractional Itô formula for new classes of functions.
dc.description21 pages
dc.identifierhttps://arxiv.org/abs/0803.3665
dc.identifierhttp://arxiv.org/abs/0803.3665
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/209471
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60G15; 60H05; 60H07
dc.titleIntegration with respect to fractional local times with Hurst index $H$ greater than 1/2
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