Smoothness for the collision local time of two multidimensional bifractional Brownian motions.
DOI10.1007/S10587-012-0077-7zbMATH Open1274.60119OpenAlexW2030806938MaRDI QIDQ4909744FDOQ4909744
Authors: Litan Yan, Chao Chen, Guangjun Shen 
Publication date: 21 March 2013
Published in: Czechoslovak Mathematical Journal (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10338.dmlcz/143039
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Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Self-similar stochastic processes (60G18)
Cites Work
- The Malliavin Calculus and Related Topics
- A decomposition of the bifractional Brownian motion and some applications
- On bifractional Brownian motion
- MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS
- Self-intersection local times and collision local times of bifractional Brownian motions
- The generalized Bouleau-Yor identity for a sub-fractional Brownian motion
- Sample path properties of bifractional Brownian motion
- Wiener integrals, Malliavin calculus and covariance measure structure
- Integral transformations and anticipative calculus for fractional Brownian motions
- ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS
- Smoothness for the collision local times of bifractional Brownian motions
- Intersection local time for two independent fractional Brownian motions
- Lectures on stochastic differential equations and Malliavin calculus
- Self-intersection local time of fractional Brownian motions -- via chaos expansion
- Remarks on the intersection local time of fractional Brownian motions
Cited In (6)
- Smoothness of the collision local times of sub-fractional Brownian motions
- Smoothness for the collision local times of bifractional Brownian motions
- Smoothness of local times and self-intersection local times of Gaussian random fields
- Title not available (Why is that?)
- ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS
- On the collision local time of sub-bifractional Brownian motions
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