Smoothness of the collision local times of sub-fractional Brownian motions

DOI10.3969/J.ISSN.1001-4268.2015.05.010zbMATH Open1349.60065MaRDI QIDQ2992258FDOQ2992258

Authors: Mengyu Li, Guangjun Shen 

Publication date: 10 August 2016

Recommendations

• Necessary and sufficient condition for the smoothness of intersection local time of subfractional Brownian motions
• On the collision local time of sub-fractional Brownian motions
• On the collision local time of sub-bifractional Brownian motions
• Smoothness for the collision local time of two multidimensional bifractional Brownian motions.
• Smoothness for the collision local times of bifractional Brownian motions

zbMATH Keywords

chaos expansionintersection local timesub-fractional Brownian motioncollision local time

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Local time and additive functionals (60J55)

Cited In (7)

• Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion
• Smoothness for the collision local times of bifractional Brownian motions
• On the collision local time of fractional Brownian motions
• On the collision local time of sub-fractional Brownian motions
• Necessary and sufficient condition for the smoothness of intersection local time of subfractional Brownian motions
• Smoothness for the collision local time of two multidimensional bifractional Brownian motions.
• On the collision local time of sub-bifractional Brownian motions

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