On the self-intersection local time of subfractional Brownian motion
From MaRDI portal
Publication:1938192
DOI10.1155/2012/414195zbMath1260.60074WikidataQ58696568 ScholiaQ58696568MaRDI QIDQ1938192
Zhihang Peng, Yuquan Cang, Jun-Feng Liu, Dong-Lei Tang
Publication date: 4 February 2013
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/414195
60G22: Fractional processes, including fractional Brownian motion
60J65: Brownian motion
60J55: Local time and additive functionals
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion
- Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
- Regularity of intersection local times of fractional Brownian motions
- Intersection local times of independent fractional Brownian motions as generalized white noise functionals
- Remarks on an integral functional driven by sub-fractional Brownian motion
- On the self-intersection local time of Brownian motion -- via chaos expansion
- Fractional Brownian density process and its self-intersection local time of order \(k\)
- A series expansion of fractional Brownian motion
- Inner product spaces of integrands associated to subfractional Brownian motion
- The intersection local time of fractional Brownian motion in the plane
- White noise calculus and Fock space
- A remark on non-smoothness of the self-intersection local time of planar Brownian motion
- Self-intersection local time of fractional Brownian motions -- via chaos expansion
- Sub-fractional Brownian motion and its relation to occupation times
- Renormalized self-intersection local time for fractional Brownian motion
- On the collision local time of sub-fractional Brownian motions
- Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
- Intersection local time for two independent fractional Brownian motions
- Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
- Local times of self-intersection for multidimensional Brownian motion
- Some properties of the sub-fractional Brownian motion
- Multiple sub-fractional integrals and some approximations