On the collision local time of sub-bifractional Brownian motions

zbMATH Open1449.60079MaRDI QIDQ3306237FDOQ3306237

Authors: Nenghui Kuang 

Publication date: 12 August 2020

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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)

Cited In (13)

• Collision Local Times and Measure-Valued Processes
• 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
• Smoothness of the collision local times of sub-fractional Brownian motions
• Collision local time of two independent multifractional Brownian motions
• Smoothness for the collision local times of bifractional Brownian motions
• Self-intersection local times and collision local times of bifractional Brownian motions
• On the collision local time of fractional Brownian motions
• Title not available (Why is that?)
• On the collision local time of sub-fractional Brownian motions
• Smoothness for the collision local time of two multidimensional bifractional Brownian motions.
• ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS
• Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes

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