Regularity of the local time for the d-dimensional fractional Brownian motion with N-parameters

M. Eddahbi; R. Lacayo; J. L. Solé; J. Vives; C. A. Tudor

doi:10.1081/SAP-200050121

Regularity of the local time for the d-dimensional fractional Brownian motion with N-parameters

M. Eddahbi, R. Lacayo, J. L. Solé, J. Vives, C. A. Tudor

Departament de Matemàtiques

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Resum

We give the Wiener-Ito chaotic decomposition for the local time of the d-dimensional fractional Brownian motion with N-parameters and study its smoothness in the Sobolev-Watanabe spaces. Copyright © Taylor & Francis, Inc.

Idioma original	Anglès
Pàgines (de-a)	383-400
Revista	Stochastic Analysis and Applications
Volum	23
DOIs	https://doi.org/10.1081/SAP-200050121
Estat de la publicació	Publicada - 1 de gen. 2005

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@article{86baf0cc13684d758f1920b8ab0c4732,

title = "Regularity of the local time for the d-dimensional fractional Brownian motion with N-parameters",

abstract = "We give the Wiener-Ito chaotic decomposition for the local time of the d-dimensional fractional Brownian motion with N-parameters and study its smoothness in the Sobolev-Watanabe spaces. Copyright {\textcopyright} Taylor \& Francis, Inc.",

author = "M. Eddahbi and R. Lacayo and Sol{\'e}, \{J. L.\} and J. Vives and Tudor, \{C. A.\}",

year = "2005",

month = jan,

day = "1",

doi = "10.1081/SAP-200050121",

language = "English",

volume = "23",

pages = "383--400",

journal = "Stochastic Analysis and Applications",

issn = "0736-2994",

publisher = "Taylor and Francis Ltd.",

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TY - JOUR

T1 - Regularity of the local time for the d-dimensional fractional Brownian motion with N-parameters

AU - Eddahbi, M.

AU - Lacayo, R.

AU - Solé, J. L.

AU - Vives, J.

AU - Tudor, C. A.

PY - 2005/1/1

Y1 - 2005/1/1

N2 - We give the Wiener-Ito chaotic decomposition for the local time of the d-dimensional fractional Brownian motion with N-parameters and study its smoothness in the Sobolev-Watanabe spaces. Copyright © Taylor & Francis, Inc.

AB - We give the Wiener-Ito chaotic decomposition for the local time of the d-dimensional fractional Brownian motion with N-parameters and study its smoothness in the Sobolev-Watanabe spaces. Copyright © Taylor & Francis, Inc.

UR - https://www.scopus.com/pages/publications/16244423694

U2 - 10.1081/SAP-200050121

DO - 10.1081/SAP-200050121

M3 - Article

SN - 0736-2994

VL - 23

SP - 383

EP - 400

JO - Stochastic Analysis and Applications

JF - Stochastic Analysis and Applications

ER -

Regularity of the local time for the d-dimensional fractional Brownian motion with N-parameters

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