Intersection local time of subfractional Ornstein-Uhlenbeck processes

DOI10.15672/HJMS.2014257476MaRDI QIDQ5744526zbMATH OpenOpenAlexFDO

Authors Xiuwei Yin, Dongjin Zhu, Guangjun Shen

Publication date 18 February 2016

Published in Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15672/hjms.2014257476

zbMATH Keywords

intersection local timestochastic differential equationsubfractional Brownian motionsubfractional Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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