Integration with respect to fractional local times with Hurst index $H$ greater than 1/2

Litan Yan, Junfeng Liu, Xiangfeng Yang

Let ${\mathcal{L}}^H(x,t)=2H{\int }_0^t\delta (B_s^H-x)s^{2H-1}ds$ be the weighted local time of fractional Brownian motion $B^H$ with Hurst index $1/2<H<1$. In this paper, we use Young inte…