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

DOI10.1023/B:JOTP.0000040296.95910.e1zbMath1074.60047MaRDI QIDQ702405

Louis G. Gorostiza, Tomasz Bojdecki, Anna Talarczyk

Publication date: 17 January 2005

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

zbMATH Keywords

fractional Brownian motion; generalized Gaussian process; non-semimartingale property

Mathematics Subject Classification ID

60G15: Gaussian processes

60G18: Self-similar stochastic processes

60J55: Local time and additive functionals

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