Intersection local time of subfractional Ornstein-Uhlenbeck processes

DOI10.15672/HJMS.2014257476MaRDI QIDQ5744526zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Some properties of the fractional Ornstein–Uhlenbeck process
• scientific article; zbMATH DE number 1349163
• scientific article; zbMATH DE number 1764624
• On the local times of fractional Ornstein-Uhlenbeck process
• The local time of the fractional Ornstein-Uhlenbeck process

Cited in

(6)

• scientific article; zbMATH DE number 2164704 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 1764624 (Why is no real title available?)
• On the existence of intersectional local time except on zero capacity set

This page was built for publication: Intersection local time of subfractional Ornstein-Uhlenbeck processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5744526)