Regularity of intersection local times of fractional Brownian motions

DOI10.1007/s10959-009-0221-yzbMath1217.60030arXiv0904.0949MaRDI QIDQ616255

Yimin Xiao, Dong Sheng Wu

Publication date: 7 January 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.0949

zbMATH Keywords

joint continuity; fractional Brownian motion; Hausdorff dimension; packing dimension; intersection local time; Hölder condition

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60G18: Self-similar stochastic processes

28A80: Fractals

60J55: Local time and additive functionals

60F25: (L^p)-limit theorems

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