The existence and smoothness of self-intersection local time for a class of Gaussian processes

DOI10.1016/J.SPL.2024.110190MaRDI QIDQ6589433zbMATH OpenFDO

Authors Lin Xie, Wenqing Ni, Shuicao Zheng, Guowei Lei

Publication date 19 August 2024

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Gaussian processeschaos expansionself-intersection local time

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18)

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Cites work

• scientific article; zbMATH DE number 3594385 (Why is no real title available?)
• A central limit theorem for the renormalized self-intersection local time of a stationary vector Gaussian process
• A remark on non-smoothness of the self-intersection local time of planar Brownian motion
• Chaos expansions and local times
• Hitting probabilities of a class of Gaussian random fields
• Intersection local times as generalized white noise functionals
• On the local time of multifractional Brownian motion
• On the self-intersection local time of Brownian motion -- via chaos expansion
• Properties of local-nondeterminism of Gaussian and stable random fields and their applications
• Regularity of intersection local times of fractional Brownian motions
• Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters
• Renormalized self-intersection local time for fractional Brownian motion
• Self-intersection local time of fractional Brownian motions -- via chaos expansion
• Self-intersections and local nondeterminism of Gaussian processes
• The Malliavin Calculus and Related Topics
• The intersection local time of fractional Brownian motion in the plane

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