Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters

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Cites work

scientific article; zbMATH DE number 3502497 (Why is no real title available?)
CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS
Chaos expansions and local times
Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization
Fractional Brownian sheet
Lectures on stochastic differential equations and Malliavin calculus
Occupation densities
Stochastic calculus with respect to Gaussian processes
Tanaka formula for the fractional Brownian motion.
The asymptotic behaviour of local times and occupation integrals of the \(N\)-parameter Wiener process in \(\mathbb{R}^ d\)

Cited in

(28)

Regularity of local times of random fields
Nonparametric regression with subfractional Brownian motion via Malliavin calculus
Régularité du temps local brownien dans les espaces de Besov-Orlicz
Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator
Renormalization Of The Local Time For The d-Dimensional Fractional Brownian Motion With N Parameters
The existence and smoothness of self-intersection local time for a class of Gaussian processes
Asymptotic theory for fractional regression models via Malliavin calculus
2D-stochastic currents over the Wiener sheet
Hölder conditions for the local times of multiscale fractional Brownian motion
Regularity of local times of Gaussian self-similar quasi-helices
Smoothness of local times and self-intersection local times of Gaussian random fields
Asymptotic behavior for bi-fractional regression models via Malliavin calculus
On the existence and regularity of local times
On bifractional Brownian motion
Regularity of intersection local times of fractional Brownian motions
On the Weighted Local Time and the Tanaka Formula for the Multidimensional Fractional Brownian Motion
Sample path properties of bifractional Brownian motion
Derivative of multiple self-intersection local time for fractional Brownian motion
Wiener integrals, Malliavin calculus and covariance measure structure
Brownian and fractional Brownian stochastic currents via Malliavin calculus
MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS
Fractional smoothness of derivative of self-intersection local times
Smoothness of self-intersection local time of multidimensional fractional Brownian motion
Precise local estimates for differential equations driven by fractional Brownian motion: elliptic case
Random rewards, fractional Brownian local times and stable self-similar processes
ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS
Chaos decomposition of local time for \(d\)-dimensional fractional Brownian motion with \(N\)-parameters
Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion

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