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

DOI10.1186/1029-242X-2011-139MaRDI QIDQ366124zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cited in

(3)

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

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