Derivative of intersection local time of independent symmetric stable motions

DOI10.1016/J.SPL.2016.10.008MaRDI QIDQ2374580zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Recommendations

• Derivative for the intersection local time of two independent fractional Brownian motions
• scientific article; zbMATH DE number 2149888
• On fractional derivatives of the local time of a symmetric stable process as a doubly indexed process
• On fractional derivatives of the local time of a symmetric stable process as a doubly indexed process
• Derivative for self-intersection local time of multidimensional fractional Brownian motion

Cites work

• scientific article; zbMATH DE number 3978014 (Why is no real title available?)
• scientific article; zbMATH DE number 44587 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 2149888 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• scientific article; zbMATH DE number 4188931 (Why is no real title available?)
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Continuity and singularity of the intersection local time of stable processes in \({\mathbb{R}}^ 2\)
• Derivative for self-intersection local time of multidimensional fractional Brownian motion
• Exponential asymptotics for intersection local times of stable processes and random walks
• Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative
• Integration with respect to local time
• Intersection local times and Tanaka formulas
• Invariance principles for Brownian intersection local time and polymer measures.
• Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times
• Large deviations and laws of the iterated logarithm for the local times of additive stable processes
• Large deviations for local times of stable processes and stable random walks in 1 dimension
• Large deviations for self-intersection local times of stable random walks
• Local time and stochastic area integrals
• Martingales dépendant d'un paramètre: une formule d'Ito
• On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion
• Proof of a Tanaka-like formula stated by J. Rosen in Séminaire XXXVIII
• The free energy of the dirac polaron, an explicit solution
• The intrinsic local time sheet of Brownian motion
• The range of stable random walks
• \(p\)-variation of an integral functional driven by fractional Brownian motion

Cited in

(7)

• Derivative for the intersection local time of two independent fractional Brownian motions
• 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
• Fractional smoothness of derivative of self-intersection local times
• Self-intersection local time derivative for systems of non-linear stochastic heat equations
• Derivatives of intersection local time for two independent symmetric \(\alpha\)-stable processes

This page was built for publication: Derivative of intersection local time of independent symmetric stable motions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2374580)