On collision local time of two independent fractional ornstein-uhlenbeck processes

In this article, we study the existence of collision local time of two independent d-dimensional fractional Ornstein-Uhlenbeck processes XH1t and X˜H2t, with different parameters Hi ∈ (0,1),i = 1, 2. Under the canonical framework of white noise analysis, we characterize the collision local time as a Hida distribution and obtain its' chaos expansion.