On collision local time of two independent fractional Ornstein-Uhlenbeck processes

DOI10.1016/S0252-9602(17)30004-8MaRDI QIDQ681000zbMATH OpenFDO

Authors Jingjun Guo, Chujin Li

Publication date 29 January 2018

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0252-9602(17)30004-8

zbMATH Keywords

chaos expansioncollision local timefractional Ornstein-Uhlenbeck processesgeneralized white noise functionals

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55)

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Cited in

(3)

• The local time of the fractional Ornstein-Uhlenbeck process
• On the collision local time of fractional Brownian motions
• Collision Local Times and Measure-Valued Processes

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