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arxiv: 0802.4367 · v1 · submitted 2008-02-29 · 🧮 math-ph · math.MP

Intersection local times of fractional Brownian motions with Hin(0,1) as generalized white noise functionals

classification 🧮 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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