Smoothness of self-intersection local time of multidimensional fractional Brownian motion (Q5076899)
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scientific article; zbMATH DE number 7528158
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| English | Smoothness of self-intersection local time of multidimensional fractional Brownian motion |
scientific article; zbMATH DE number 7528158 |
Statements
Smoothness of self-intersection local time of multidimensional fractional Brownian motion (English)
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17 May 2022
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fractional Brownian motion
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fractional smoothness
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Hölder continuity
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self-intersection local time
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0.8731231689453125
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0.8678761720657349
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0.8662173748016357
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0.8612868189811707
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0.8607120513916016
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