Smoothness of local times and self-intersection local times of Gaussian random fields

DOI10.1007/s11464-015-0487-6zbMath1319.60155arXiv1504.04776OpenAlexW1865674498MaRDI QIDQ2355245

Zhen Long Chen, Yimin Xiao, Dong Sheng Wu

Publication date: 21 July 2015

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.04776

zbMATH Keywords

fractional Brownian motionstochastic heat equationlocal timesGaussian random fieldsself-intersection local timescollision local times

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Local time and additive functionals (60J55)

Related Items (3)

Existence and smoothness of local time and self-intersection local time for spherical Gaussian random fields ⋮ Local times of linear multifractional stable sheets ⋮ Renormalized self-intersection local time of bifractional Brownian motion

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Remarks on the intersection local time of fractional Brownian motions
• Regularity of intersection local times of fractional Brownian motions
• Polarity of points for Gaussian random fields
• Joint continuity of the local times of fractional Brownian sheets
• Smoothness for the collision local times of bifractional Brownian motions
• Lectures on stochastic differential equations and Malliavin calculus
• Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets
• Geometric properties of fractional Brownian sheets
• Self-intersection local times and collision local times of bifractional Brownian motions
• Occupation densities
• Quantum probability for probabilists
• Critical dimensions for the existence of self-intersection local times of the \(N\)-parameter Brownian motion in \(R^d\)
• The asymptotic behaviour of local times and occupation integrals of the \(N\)-parameter Wiener process in \(\mathbb{R}^ d\)
• Self-intersection local time of fractional Brownian motions -- via chaos expansion
• Renormalized self-intersection local time for fractional Brownian motion
• Local times of fractional Brownian sheets
• Hitting properties of a random string
• Chaotic expansion and smoothness of some functionals of the fractional Brownian motion
• Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization
• On intersections of independent anisotropic Gaussian random fields
• On the collision local time of sub-fractional Brownian motions
• Chaos expansions and local times
• Sample paths of the solution to the fractional-colored stochastic heat equation
• The Malliavin Calculus and Related Topics
• Fractal properties of the random string processes
• Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields
• ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS
• Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters
• CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS
• Smoothness for the collision local time of two multidimensional bifractional Brownian motions
• Renormalization Of The Local Time For The d-Dimensional Fractional Brownian Motion With N Parameters

This page was built for publication: Smoothness of local times and self-intersection local times of Gaussian random fields