Derivative of intersection local time of independent symmetric stable motions

DOI10.1016/J.SPL.2016.10.008zbMATH Open1354.60053OpenAlexW2533389970MaRDI QIDQ2374580FDOQ2374580

Authors: Litan Yan, Xianye Yu, Ruqing Chen 

Publication date: 15 December 2016

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

Full work available at URL: https://doi.org/10.1016/j.spl.2016.10.008

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zbMATH Keywords

symmetric stable process\(p\)-variationintersection local time

Mathematics Subject Classification ID

Stable stochastic processes (60G52) Local time and additive functionals (60J55)

Cites Work

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Cited In (6)

• Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process
• Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion
• Study on the multiple self-intersection local time of symmetric stable processes
• Self-intersection local time derivative for systems of non-linear stochastic heat equations
• Fractional smoothness of derivative of self-intersection local times
• Derivatives of intersection local time for two independent symmetric \(\alpha\)-stable processes

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