Local times for multifractional Brownian motion in higher dimensions: A white noise approach

Abstract

We present the expansion of the multifractional Brownian (mBm) local time in higher dimensions, in terms of Wick powers of white noises (or multiple Wiener integrals). If a suitable number of kernels is subtracted, they exist in the sense of generalized white noise functionals. Moreover we show the convergence of the regularized truncated local times for mBm in the sense of Hida distributions.

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• Quantum Mechanical Propagators in Terms of Hida Distributions
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• Local times of multifractional Brownian sheets
• Self-avoiding fractional Brownian motion - The Edwards model
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