The following pages link to Chaos expansions and local times (Q2366853):
Displaying 25 items.
- On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion (Q404600) (← links)
- Asymptotic theory for fractional regression models via Malliavin calculus (Q430976) (← links)
- Self-intersection local times and collision local times of bifractional Brownian motions (Q1044279) (← links)
- \(H\)-separable rings and their Hopf-Galois extensions (Q1266286) (← links)
- Chaos expansion for the solutions of stochastic differential equations (Q1285774) (← links)
- The asymptotic behaviour of local times and occupation integrals of the \(N\)-parameter Wiener process in \(\mathbb{R}^ d\) (Q1326287) (← links)
- A remark on non-smoothness of the self-intersection local time of planar Brownian motion (Q1359764) (← links)
- Fractional smoothness of derivative of self-intersection local times (Q1687222) (← links)
- Chaos decomposition and gap renormalization of Brownian self-intersection local times (Q1690112) (← links)
- Local times of self-intersection (Q1729435) (← links)
- Tanaka formula for the fractional Brownian motion. (Q1888781) (← links)
- Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization (Q1890720) (← links)
- The fractional smoothness of integral functionals driven by Brownian motion (Q2105390) (← links)
- On the absolute continuity of random nodal volumes (Q2212588) (← links)
- Smoothness of local times and self-intersection local times of Gaussian random fields (Q2355245) (← links)
- On the collision local time of fractional Brownian motions (Q2385393) (← links)
- The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos (Q2906158) (← links)
- Kernel Density Estimation and Local Time (Q2914787) (← links)
- RENORMALISATION DU TEMPS LOCAL DES POINTS TRIPLES DU MOUVEMENT BROWNIEN (Q3421835) (← links)
- THE RENORMALIZATION OF SELF-INTERSECTION LOCAL TIMES I: THE CHAOS EXPANSION (Q4430269) (← links)
- Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals (Q4569652) (← links)
- Regularity of the Local Time for the <i>d</i>-dimensional Fractional Brownian Motion with <i>N</i>-parameters (Q4678740) (← links)
- CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS (Q4796580) (← links)
- Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion (Q5024373) (← links)
- On the local time of Gaussian and Lévy processes (Q6062258) (← links)
