Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion (Q1984723)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion |
scientific article |
Statements
Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion (English)
0 references
7 April 2020
0 references
smoothness
0 references
derivative of self-intersection local time
0 references
bi-fractional Brownian motion
0 references
Malliavin calculus
0 references
independent
0 references
