Smoothness of self-intersection local time of multidimensional fractional Brownian motion
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Publication:5076899
DOI10.1080/03610926.2018.1493508OpenAlexW2898177519WikidataQ129049778 ScholiaQ129049778MaRDI QIDQ5076899
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
Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07)
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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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