On Collision Local Time of Two Independent Subfractional Brownian Motions

摘要

We study the existence of collision local time of two independent subfractional Brownian motions with different coefficients in (-1/2, 1/2) using an alternative expression. We prove that the collision local time is a Hida distribution based on the canonical framework of white noise analysis, and get chaos expansions. Finally, we show that the collision local time exists in (L-2) under appropriate conditions.