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Renormalization Of The Local Time For The d-Dimensional Fractional Brownian Motion With N Parameters

Published online by Cambridge University Press:  11 January 2016

M. Eddahbi ,
R. Lacayo ,
J. L. Solé ,
J. Vives  and
C. A. Tudor
M. Eddahbi
Affiliation:
Département de Mathématiques et Informatique Faculté des Sciences et Techniques, Université Cadi Ayyad, B. P. 549 MarrakechMaroc
R. Lacayo
Affiliation:
Departament de Matemàtiques Universitat Autànoma de Barcelona08193 Bellaterra, Barcelona Spain
J. L. Solé
Affiliation:
Departament de Matemàtiques Universitat Autànoma de Barcelona08193 Bellaterra, Barcelona Spain
J. Vives
Affiliation:
Departament de Matemàtiques Universitat Autànoma de Barcelona08193 Bellaterra, Barcelona Spain
C. A. Tudor
Affiliation:
Samos/Matisse. 90, rue de Tolbiac Université de Panthéon-Sorbonne.Paris 1 75634 ParisCedex 13 France
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Abstract

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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.

Keywords

60H0560H10
Type
Research Article
Information
Nagoya Mathematical Journal , Volume 186 , 2007 , pp. 173 - 191
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 2007

References

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