On the collision local time of sub-fractional Brownian motions

DOI10.1016/j.spl.2009.11.003zbMath1185.60040OpenAlexW1994245522MaRDI QIDQ2267606

Litan Yan, Guang Jun Shen

Publication date: 1 March 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.11.003

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18) (L^p)-limit theorems (60F25)

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