scientific article; zbMATH DE number 2149888
From MaRDI portal
Publication:4662409
zbMath1063.60110MaRDI QIDQ4662409
Publication date: 30 March 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Brownian motion (60J65) Stable stochastic processes (60G52) Local time and additive functionals (60J55)
Related Items (21)
Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process ⋮ Derivative of intersection local time of independent symmetric stable motions ⋮ The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos ⋮ Derivative for the intersection local time of two independent fractional Brownian motions ⋮ Higher-order derivative of self-intersection local time for fractional Brownian motion ⋮ Fractional smoothness of derivative of self-intersection local times ⋮ On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion ⋮ Self-intersection local time derivative for systems of non-linear stochastic heat equations ⋮ Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion ⋮ Continuous differentiability of renormalized intersection local times in \(\mathbb{R}^{1}\) ⋮ Derivative of multiple self-intersection local time for fractional Brownian motion ⋮ Remarks on an integral functional driven by sub-fractional Brownian motion ⋮ The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes ⋮ \(p\)-variation of an integral functional driven by fractional Brownian motion ⋮ Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion ⋮ Approximation of fractional local times: zero energy and derivatives ⋮ A CLT for the \(L^{2}\) modulus of continuity of Brownian local time ⋮ Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion ⋮ Derivative of the Donsker delta functionals ⋮ Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative ⋮ Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion
This page was built for publication: