On the collision local time of fractional Brownian motions

DOI10.1007/S11401-006-0029-3zbMATH Open1124.60036OpenAlexW1987037997MaRDI QIDQ2385393FDOQ2385393

Authors: Yiming Jiang, Yongjin Wang 

Publication date: 12 October 2007

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-006-0029-3

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• ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS
• On the collision local time of sub-bifractional Brownian motions
• Collision local time of two independent multifractional Brownian motions
• Smoothness of the collision local times of sub-fractional Brownian motions
• On collision local time of two independent fractional Ornstein-Uhlenbeck processes
• Remarks on the intersection local time of fractional Brownian motions
• The intersection local time of fractional Brownian motion in the plane
• Smoothness for the collision local times of bifractional Brownian motions

zbMATH Keywords

fractional Brownian motionchaos expansioncollision local timeHölder continuity

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18)

Cites Work

• Local times of fractional Brownian sheets
• Properties of local-nondeterminism of Gaussian and stable random fields and their applications
• The \(P(\phi )_{2}\) Euclidean (quantum) field theory.
• Quantum probability for probabilists
• Title not available (Why is that?)
• The intersection local time of fractional Brownian motion in the plane
• Self-intersection local time of fractional Brownian motions -- via chaos expansion
• Renormalized self-intersection local time for fractional Brownian motion
• Chaos expansions and local times
• Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization

Cited In (13)

• Collision Local Times and Measure-Valued Processes
• Collision local times of two independent fractional Brownian motions
• Collision local time of two independent multifractional Brownian motions
• Remarks on the intersection local time of fractional Brownian motions
• Smoothness for the collision local times of bifractional Brownian motions
• Self-intersection local times and collision local times of bifractional Brownian motions
• The exact asymptotic of the collision time tail distribution for independent Brownian particles with different drifts
• Mixed fractional Brownian sheets and their applications
• Title not available (Why is that?)
• On the collision local time of sub-fractional Brownian motions
• ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS
• Derivative for the intersection local time of two independent fractional Brownian motions
• On collision local time of two independent fractional Ornstein-Uhlenbeck processes

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