Regularity of Intersection Local Times of Fractional Brownian Motions

Dongsheng Wu, Yimin Xiao

Let $B^{{\alpha }_i}$ be an $(N_i,d)$-fractional Brownian motion with Hurst index ${\alpha }_i$ ($i=1,2$), and let $B^{{\alpha }_1}$ and $B^{{\alpha }_2}$ be independent. We prove that, if $\frac{N_1}{α_1}+\fra…