Smoothness for the collision local time of two multidimensional bifractional Brownian motions (Q4909744)

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scientific article; zbMATH DE number 6148052
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Smoothness for the collision local time of two multidimensional bifractional Brownian motions
scientific article; zbMATH DE number 6148052

    Statements

    Smoothness for the collision local time of two multidimensional bifractional Brownian motions (English)
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    21 March 2013
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    bifractional Brownian motion
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    collision local time
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    intersection local time
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    chaos expansion
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