On the self-intersection local time of subfractional Brownian motion

DOI10.1155/2012/414195zbMath1260.60074WikidataQ58696568 ScholiaQ58696568MaRDI QIDQ1938192

Zhihang Peng, Yuquan Cang, Jun-Feng Liu, Dong-Lei Tang

Publication date: 4 February 2013

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/414195

zbMATH Keywords

white noise analysis; self-intersection local time; subfractional Brownian motion

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60J65: Brownian motion

60J55: Local time and additive functionals

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion
• Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
• Regularity of intersection local times of fractional Brownian motions
• Intersection local times of independent fractional Brownian motions as generalized white noise functionals
• Remarks on an integral functional driven by sub-fractional Brownian motion
• On the self-intersection local time of Brownian motion -- via chaos expansion
• Fractional Brownian density process and its self-intersection local time of order \(k\)
• A series expansion of fractional Brownian motion
• Inner product spaces of integrands associated to subfractional Brownian motion
• The intersection local time of fractional Brownian motion in the plane
• White noise calculus and Fock space
• A remark on non-smoothness of the self-intersection local time of planar Brownian motion
• Self-intersection local time of fractional Brownian motions -- via chaos expansion
• Sub-fractional Brownian motion and its relation to occupation times
• Renormalized self-intersection local time for fractional Brownian motion
• On the collision local time of sub-fractional Brownian motions
• Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
• Intersection local time for two independent fractional Brownian motions
• Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
• Local times of self-intersection for multidimensional Brownian motion
• Some properties of the sub-fractional Brownian motion
• Multiple sub-fractional integrals and some approximations