Intersection local times of independent fractional Brownian motions as generalized white noise functionals

Maria Joao Oliveira, Jose Luis da Silva, Ludwig Streit

In this work we present expansions of intersection local times of fractional Brownian motions in ${\mathbb{R}}^d$, for any dimension $d\ge 1$, with arbitrary Hurst coefficients in $(0,1{)}^d$…