Intersection local time of subfractional Ornstein-Uhlenbeck processes (Q5744526)
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scientific article; zbMATH DE number 6542457
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| English | Intersection local time of subfractional Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6542457 |
Statements
INTERSECTION LOCAL TIME OF SUBFRACTIONAL ORNSTEIN-UHLENBECK PROCESSES (English)
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18 February 2016
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subfractional Ornstein-Uhlenbeck process
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subfractional Brownian motion
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stochastic differential equation
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intersection local time
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0.8454011678695679
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0.8177628517150879
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0.8158547282218933
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