Smoothness of self-intersection local time of multidimensional fractional Brownian motion

DOI10.1080/03610926.2018.1493508OpenAlexW2898177519WikidataQ129049778 ScholiaQ129049778MaRDI QIDQ5076899

Xianye Yu

Publication date: 17 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1493508

zbMATH Keywords

fractional Brownian motionHölder continuityself-intersection local timefractional smoothness

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion ⋮ Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion

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