Renormalization 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:10.1017/S0027763000009417

Renormalization 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

Research output: Contribution to journal › Article › Research › peer-review

2 Citations (Scopus)

Abstract

We study the asymptotic behavior in Sobolev norm of the local time of the d-dimensional fractional Brownian motion with N-parameters when the space variable tends to zero, both for the fixed time case and when simultaneously time tends to infinity and space variable to zero.

Original language	English
Pages (from-to)	173-191
Journal	Nagoya Mathematical Journal
Volume	186
DOIs	https://doi.org/10.1017/S0027763000009417
Publication status	Published - 1 Jan 2007

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Eddahbi, M., Lacayo, R., Solé, J. L., Vives, J., & Tudor, C. A. (2007). Renormalization of the local time for the d-dimensional fractional Brownian motion with N parameters. Nagoya Mathematical Journal, 186, 173-191. https://doi.org/10.1017/S0027763000009417

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

abstract = "We study the asymptotic behavior in Sobolev norm of the local time of the d-dimensional fractional Brownian motion with N-parameters when the space variable tends to zero, both for the fixed time case and when simultaneously time tends to infinity and space variable to zero.",

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

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AU - Eddahbi, M.

AU - Lacayo, R.

AU - Solé, J. L.

AU - Vives, J.

AU - Tudor, C. A.

PY - 2007/1/1

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N2 - We study the asymptotic behavior in Sobolev norm of the local time of the d-dimensional fractional Brownian motion with N-parameters when the space variable tends to zero, both for the fixed time case and when simultaneously time tends to infinity and space variable to zero.

AB - We study the asymptotic behavior in Sobolev norm of the local time of the d-dimensional fractional Brownian motion with N-parameters when the space variable tends to zero, both for the fixed time case and when simultaneously time tends to infinity and space variable to zero.

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DO - 10.1017/S0027763000009417

M3 - Article

VL - 186

SP - 173

EP - 191

JO - Nagoya Mathematical Journal

JF - Nagoya Mathematical Journal

SN - 0027-7630

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