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On the collision local time of fractional Brownian motions. (English) Zbl 1124.60036
Summary: The existence and smoothness of the collision local time are proved for two independent fractional Brownian motions, through $L^{2}$ convergence and chaos expansion. Furthermore, the regularity of the collision local time process is studied.

60G15Gaussian processes
60G18Self-similar processes
Full Text: DOI
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