On the collision local time of sub-bifractional Brownian motions

MaRDI QIDQ3306237zbMATH OpenFDO

Authors Nenghui Kuang

Publication date 12 August 2020

zbMATH Keywords

strong local nondeterminismcollision local timesub-bifractional Brownian motion

Mathematics Subject Classification ID

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

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Cited in

(13)

• Smoothness for the collision local time of two multidimensional bifractional Brownian motions.
• scientific article; zbMATH DE number 6611689 (Why is no real title available?)
• Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes
• On the collision local time of sub-fractional Brownian motions
• Smoothness of the collision local times of sub-fractional Brownian motions
• Self-intersection local times and collision local times of bifractional Brownian motions
• ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS
• Collision local time of two independent multifractional Brownian motions
• Collision Local Times and Measure-Valued Processes
• Smoothness for the collision local times of bifractional Brownian motions
• Collision local times of two independent fractional Brownian motions
• Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion
• On the collision local time of fractional Brownian motions

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