Abstract
We give the Wiener-Itoˆ 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.
- Title
- Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters
- Creators - without role
- M. Eddahbi - Centre de Recerca MatemàticaR. Lacayo - Universitat Autònoma de BarcelonaJ. L. Solé - Universitat Autònoma de BarcelonaJ. Vives - Universitat Autònoma de BarcelonaC. A. Tudor - University of La Rochelle
- Publication Details
- Stochastic analysis and applications, Vol.23(2), pp.383-400
- Publisher
- Taylor & Francis Group
- Identifiers
- 9950057708331
- Academic Unit
- King Saud University
- Language
- English
- Resource Type
- Journal article