CAJ | 학술논문

本文研究了分式布朗运动的多重相交局部时的问题.利用白噪声分析的方法,获得了分式布朗运动的多重相交局部时的展开式.进行适当的截取,展开式在白噪声广义泛函意义下存在,并给出它们的核函数.推广了布朗运动的多重相交局部时.
본문연구료분식포랑운동적다중상교국부시적문제.이용백조성분석적방법,획득료분식포랑운동적다중상교국부시적전개식.진행괄당적절취,전개식재백조성엄의범함의의하존재,병급출타문적핵함수.추엄료포랑운동적다중상교국부시.
This article studies the problem of multiple intersection local times of fractional Brownian motion. By using white noise approach, expansions of multiple intersection local time of fractional Brownian motion are obtained. Suitably subtracted, they exist in the sense of generalized white noise functionals; their kernel functions are also given. The problem of multiple intersection local time of Brownian motion is popularized.