Higher-order derivative of self-intersection local time for fractional Brownian motion (Q2664521)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher-order derivative of self-intersection local time for fractional Brownian motion |
scientific article |
Statements
Higher-order derivative of self-intersection local time for fractional Brownian motion (English)
0 references
17 November 2021
0 references
self-intersection local time
0 references
fractional Brownian motion
0 references
Hölder continuity
0 references
