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 |
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Pages (from-to) | 173-191 |
Journal | Nagoya Mathematical Journal |
Volume | 186 |
DOIs | |
Publication status | Published - 1 Jan 2007 |