Intersection local time of subfractional Ornstein-Uhlenbeck processes

DOI10.15672/HJMS.2014257476zbMATH Open1336.60077OpenAlexW2320865229MaRDI QIDQ5744526FDOQ5744526

Authors: Xiuwei Yin, Dongjin Zhu, Guangjun Shen 

Publication date: 18 February 2016

Published in: Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15672/hjms.2014257476

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zbMATH Keywords

stochastic differential equationsubfractional Brownian motionintersection local timesubfractional Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Self-similar stochastic processes (60G18)

Cited In (6)

• The local time of the fractional Ornstein-Uhlenbeck process
• Some properties of the fractional Ornstein–Uhlenbeck process
• From intersection local time to the Rosenblatt process
• Title not available (Why is that?)
• On the existence of intersectional local time except on zero capacity set
• Title not available (Why is that?)

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