Stochastic Analysis and Applications · 2005 · 32 citations · 9 references
EngineeringWiener–itoˆ Chaotic DecompositionLocal TimeStochastic ProcessesStochastic CalculusSobolev–watanabe SpacesProbability TheoryBrownian MotionAnomalous DiffusionFractional StochasticsFractional Dynamic
ABSTRACT We give the Wiener–Itoˆ chaotic decomposition for the local time of the d-dimensional fractional Brownian motion with N-parameters and study its smoothness in the Sobolev–Watanabe spaces.
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