Regularity and asymptotic behaviour of the local time for the d-dimensional fractional Brownian motion with N-parameters

Josep Lluıs Solé

Universitat Autònoma de Barcelona

We give the Wiener-Ito chaotic decomposition for the local time of the d-dimensional fractional Brownian motion with N-parameters. We study its smoothness in the Sovolev-Watanabe spaces and its asymptotic behaviour when the space variable tends to zero and the time variable tends to infinity.