Smoothness of self-intersection local time of multidimensional fractional Brownian motion
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- Lectures on stochastic differential equations and Malliavin calculus
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- Smoothness of local times of semimartingales
- Smoothness of stopping times of diffusion processes
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- The Malliavin Calculus and Related Topics
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Cited in
(15)- Derivative for self-intersection local time of multidimensional fractional Brownian motion
- Smoothness for the renormalized self-intersection local time of bifractional Brownian motion
- Smoothness for the collision local times of bifractional Brownian motions
- Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative
- Regularity of renormalized self-intersection local time for fractional Brownian motion
- A remark on non-smoothness of the self-intersection local time of planar Brownian motion
- Renormalized self-intersection local time for fractional Brownian motion
- Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process
- Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion
- Regularity of intersection local times of fractional Brownian motions
- scientific article; zbMATH DE number 1778151 (Why is no real title available?)
- Functional limit theorem for the self-intersection local time of the fractional Brownian motion
- Fractional smoothness of derivative of self-intersection local times
- Necessary and sufficient condition for the smoothness of intersection local time of subfractional Brownian motions
- Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion
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