Open Access
2007 Renormalization of the local time for the $d$-dimensional fractional Brownian motion with $N$ parameters
M. Eddahbi, R. Lacayo, J. Vives, C. A. Tudor
Nagoya Math. J. 186: 173-191 (2007).

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.

Citation

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M. Eddahbi. R. Lacayo. J. Vives. C. A. Tudor. "Renormalization of the local time for the $d$-dimensional fractional Brownian motion with $N$ parameters." Nagoya Math. J. 186 173 - 191, 2007.

Information

Published: 2007
First available in Project Euclid: 22 June 2007

zbMATH: 1246.60101
MathSciNet: MR2334370

Subjects:
Primary: 60H05 , 60H10

Rights: Copyright © 2007 Editorial Board, Nagoya Mathematical Journal

Vol.186 • 2007
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