Derivative of multiple self-intersection local time for fractional Brownian motion

DOI10.1007/S10959-023-01265-6MaRDI QIDQ6204798zbMATH OpenOpenAlexFDO

Authors Jingjun Guo, Cuiyun Zhang, Aiqin Ma

Publication date 2 April 2024

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-023-01265-6

zbMATH Keywords

existencesmoothnessself-intersection local timeHölder continuity

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Local time and additive functionals (60J55) (L^p)-limit theorems (60F25)

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Cites work

• scientific article; zbMATH DE number 2149888 (Why is no real title available?)
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• Derivative for self-intersection local time of multidimensional fractional Brownian motion
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• Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion
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• Multiple intersection local time of planar Brownian motion as a particular Hida distribution
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• Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters
• Renormalized self-intersection local time for fractional Brownian motion
• Smoothness of Brownian local times and related functionals
• Stochastic calculus for fractional Brownian motion and related processes.
• Tanaka's formula for multiple intersections of planar Brownian motion
• The Malliavin Calculus and Related Topics
• \(p\)-variation of an integral functional driven by fractional Brownian motion

Cited in

(1)

• Limit theorem for self-intersection local time derivative of multidimensional fractional Brownian motion

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