scientific article; zbMATH DE number 6611689

MaRDI QIDQ2992970zbMATH OpenFDO

Authors Rui Xu, Dongjin Zhu, Guangjun Shen

Publication date 10 August 2016

zbMATH Keywords

bifractional Brownian motioncollision local timejoint continuity

Mathematics Subject Classification ID

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

Recommendations

• ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS
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• Self-intersection local times and collision local times of bifractional Brownian motions
• Collision local time of two independent multifractional Brownian motions
• On the collision local time of fractional Brownian motions
• Collision local times of two independent fractional Brownian motions

Cited in

(4)

• Self-intersection local times and collision local times of bifractional Brownian motions
• Collision local time of two independent multifractional Brownian motions
• On collision local time of two independent fractional Ornstein-Uhlenbeck processes
• Smoothness for the collision local times of bifractional Brownian motions

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