Higher-order derivative of intersection local time for two independent fractional Brownian motions (Q2312768)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher-order derivative of intersection local time for two independent fractional Brownian motions |
scientific article |
Statements
Higher-order derivative of intersection local time for two independent fractional Brownian motions (English)
0 references
18 July 2019
0 references
fractional Brownian motion
0 references
intersection local time
0 references
\(k\)-th derivative of intersection local time
0 references
exponential integrability
0 references
0 references
0 references
0 references
0 references
