摘要
Let B^Hi,Ki ={ Bt^Hi,Ki, t ≥ 0}, i= 1, 2 be two independent bifractional Brownian motions with respective indices Hi ∈ （0, 1） and K∈ E （0, 1]. One of the main motivations of this paper is to investigate f0^Tδ（Bs^H1 ,K1 - the smoothness of the collision local time, introduced by Jiang and Wang in 2009, IT = f0^T δ（Bs^H1,K1）ds, T 〉 0, where 6 denotes the Dirac delta function. By an elementary method, we show that iT is smooth in the sense of the Meyer-Watanabe if and only if min{H-1K1, H2K2} 〈-1/3.
Let BHi,Ki={BtHi,Ki,t≥0},i=1,2 be two independent bifractional Brownian motions with respective indices H i ∈(0,1) and K i ∈(0,1].One of the main motivations of this paper is to investigate the smoothness of the collision local time,introduced by Jiang and Wang in 2009,lT = integral(δ(BsH1,K1-BsH2,K2)ds) from n=0 to T,T > 0,where δ denotes the Dirac delta function.By an elementary method,we show that T is smooth in the sense of the Meyer-Watanabe if and only if min{H1K1,H2K2} <1/3.
作者
SHEN GuangJun 1,2,& YAN LiTan 3 1 Department of Mathematics,East China University of Science and Technology,Shanghai 200237,China
2 Department of Mathematics,Anhui Normal University,Wuhu 241000,China
3 Department of Mathematics,Donghua University,Shanghai 201620,China
基金
supported by National Natural Science Foundation of China (Grant No.10871041)
Key Natural Science Foundation of Anhui Educational Committee (Grant No. KJ2011A139)
