Hu, YaozhongOksendal, Bernt2005-04-142005-04-142002-07Hu, YZ; Oksendal, B. Chaos expansion of local time of fractional Brownian motions. STOCHASTIC ANALYSIS AND APPLICATIONS. July 2002. 20(4):815-837ISI:000177861200007https://hdl.handle.net/1808/280We find the chaos expansion of local time l(T)((H))(x, (.)) of fractional Brownian motion with Hurst coefficient H is an element of (0, 1) at a point x is an element of R-d. As an application we show that when H(0)d < 1 then l(T)((H))(x, (.)) is an element of L-2(mu). Here mu denotes the probability law of B-(H) and H-0 = max {H-1, ..., H-d}. In particular, we show that when d = 1 then l(T)((H))(x, (.)) is an element of L-2(mu) for all H is an element of (0, 1).285468 bytesapplication/pdfen-USFractional brownian motionChaos expansionLocal timeAsymptotic behaviorPreprint10.1081/SAP-120006109openAccess