On collision local time of two independent fractional Ornstein-Uhlenbeck processes (Q681000)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6830615
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On collision local time of two independent fractional Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6830615 |
Statements
On collision local time of two independent fractional Ornstein-Uhlenbeck processes (English)
0 references
29 January 2018
0 references
collision local time
0 references
fractional Ornstein-Uhlenbeck processes
0 references
generalized white noise functionals
0 references
chaos expansion
0 references
0.87748783826828
0 references
0.8611322045326233
0 references
0.860263466835022
0 references
0.843647301197052
0 references