On the self-intersection local time of subfractional Brownian motion (Q1938192): Difference between revisions

Summary: We study the problem of self-intersection local time of \(d\)-dimensional subfractional Brownian motion based on the property of chaotic representation and white noise analysis.

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Mathematics Subject Classification ID

60G22

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self-intersection local time

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subfractional Brownian motion

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white noise analysis

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Wikidata QID

Q58696568

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1155/2012/414195

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OpenAlex ID

W2143182343

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cites work

Sub-fractional Brownian motion and its relation to occupation times

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A remark on non-smoothness of the self-intersection local time of planar Brownian motion

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Q3025982

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Local times of self-intersection for multidimensional Brownian motion

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On the self-intersection local time of Brownian motion -- via chaos expansion

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The intersection local time of fractional Brownian motion in the plane

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Self-intersection local time of fractional Brownian motions -- via chaos expansion

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Renormalized self-intersection local time for fractional Brownian motion

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Regularity of intersection local times of fractional Brownian motions

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Intersection local time for two independent fractional Brownian motions

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Intersection local times of independent fractional Brownian motions as generalized white noise functionals

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On the collision local time of sub-fractional Brownian motions

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Q2787467

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Q4881598

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White noise calculus and Fock space

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Fractional Brownian density process and its self-intersection local time of order \(k\)

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Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence

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Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems

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A series expansion of fractional Brownian motion

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Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion

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Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion

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Remarks on an integral functional driven by sub-fractional Brownian motion

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Some properties of the sub-fractional Brownian motion

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Inner product spaces of integrands associated to subfractional Brownian motion

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Multiple sub-fractional integrals and some approximations

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Q3629282

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Sitelinks

Mathematics(1 entry)

mardi Publication:1938192

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1155/2012/414195
+Normal rank
@@ Property / OpenAlex ID @@
+W2143182343
@@ Property / OpenAlex ID: W2143182343 / rank @@
+Normal rank
@@ Property / cites work @@
+Sub-fractional Brownian motion and its relation to occupation times
+Normal rank
@@ Property / cites work @@
+A remark on non-smoothness of the self-intersection local time of planar Brownian motion
+Normal rank
@@ Property / cites work @@
+Q3025982
@@ Property / cites work: Q3025982 / rank @@
+Normal rank
@@ Property / cites work @@
+Local times of self-intersection for multidimensional Brownian motion
+Normal rank
@@ Property / cites work @@
+On the self-intersection local time of Brownian motion -- via chaos expansion
+Normal rank
@@ Property / cites work @@
+The intersection local time of fractional Brownian motion in the plane
+Normal rank
@@ Property / cites work @@
+Self-intersection local time of fractional Brownian motions -- via chaos expansion
+Normal rank
@@ Property / cites work @@
+Renormalized self-intersection local time for fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Regularity of intersection local times of fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Intersection local time for two independent fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Intersection local times of independent fractional Brownian motions as generalized white noise functionals
+Normal rank
@@ Property / cites work @@
+On the collision local time of sub-fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Q2787467
@@ Property / cites work: Q2787467 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4881598
@@ Property / cites work: Q4881598 / rank @@
+Normal rank
@@ Property / cites work @@
+White noise calculus and Fock space
@@ Property / cites work: White noise calculus and Fock space / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian density process and its self-intersection local time of order \(k\)
+Normal rank
@@ Property / cites work @@
+Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
+Normal rank
@@ Property / cites work @@
+Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
+Normal rank
@@ Property / cites work @@
+A series expansion of fractional Brownian motion
@@ Property / cites work: A series expansion of fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Remarks on an integral functional driven by sub-fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Some properties of the sub-fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Inner product spaces of integrands associated to subfractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Multiple sub-fractional integrals and some approximations
+Normal rank
@@ Property / cites work @@
+Q3629282
@@ Property / cites work: Q3629282 / rank @@
+Normal rank