必赢76net线路数学系学术报告

题 目：Derivative for the intersection local time of fractional Brownian Motions

报告人：闫理坦 教授

(东华大学）

【摘要】 Let and be two independent fractional Brownian motions with respective indices and. In this paper, we consider their intersection local time and show that is differentiable in the spatial variable if. We introduce the so-calledhybrid quadratic covariation When, we construct a Banach spaceof measurable functions such that the quadratic covariation exists in and for all. Whena similar result is proved to hold for all Hölder functions of order

时间：2014年11月5日（周三）下午16:00开始

地点：数学系致远楼105教室

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