On the collision local time of fractional Brownian motions

DOI10.1007/S11401-006-0029-3MaRDI QIDQ2385393zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

fractional Brownian motionchaos expansioncollision local timeHölder continuity

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3416765 (Why is no real title available?)
• Chaos expansions and local times
• Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization
• Local times of fractional Brownian sheets
• Properties of local-nondeterminism of Gaussian and stable random fields and their applications
• Quantum probability for probabilists
• Renormalized self-intersection local time for fractional Brownian motion
• Self-intersection local time of fractional Brownian motions -- via chaos expansion
• The \(P(\phi )_{2}\) Euclidean (quantum) field theory.
• The intersection local time of fractional Brownian motion in the plane

Cited in

(13)

• Derivative for the intersection local time of two independent fractional Brownian motions
• 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
• scientific article; zbMATH DE number 6611689 (Why is no real title available?)
• On the collision local time of sub-fractional Brownian motions
• ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS
• On collision local time of two independent fractional Ornstein-Uhlenbeck processes

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