Intersection local times of fractional Brownian motions with Hin(0,1) as generalized white noise functionals
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🧮 math-ph
math.MP
keywords
whitebrownianexpansionsfractionalfunctionalsgeneralizedlocalmotions
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In $\R^d$, for any dimension $d\geq 1$, expansions of self-intersection local times of fractional Brownian motions with arbitrary Hurst coefficients in $(0,1)$ are presented. The expansions are in terms of Wick powers of white noises (corresponding to multiple Wiener integrals), being well-defined in the sense of generalized white noise functionals.
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