Smoothness for the collision local time of two multidimensional bifractional Brownian motions. (Q4909744)
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scientific article; zbMATH DE number 6148052
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| English | Smoothness for the collision local time of two multidimensional bifractional Brownian motions. |
scientific article; zbMATH DE number 6148052 |
Statements
Smoothness for the collision local time of two multidimensional bifractional Brownian motions (English)
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21 March 2013
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bifractional Brownian motion
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collision local time
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intersection local time
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chaos expansion
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0.9648963809013368
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0.936646580696106
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0.9137890338897704
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0.8976678252220154
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0.8887873888015747
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