Necessary and sufficient condition for the smoothness of intersection local time of subfractional Brownian motions

DOI10.1186/1029-242X-2011-139zbMATH Open1276.60047OpenAlexW2157350086WikidataQ59267915 ScholiaQ59267915MaRDI QIDQ366124FDOQ366124

Authors: Guangjun Shen 

Publication date: 11 September 2013

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1029-242x-2011-139

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zbMATH Keywords

chaos expansionsubfractional Brownian motionintersection local time

Mathematics Subject Classification ID

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

Cited In (2)

• Remarks on the intersection local time of fractional Brownian motions
• On the convergence to the multiple subfractional Wiener-Itō integral

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