Fractional Brownian density process and its self-intersection local time of order \(k\)
From MaRDI portal
Publication:702405
DOI10.1023/B:JOTP.0000040296.95910.e1zbMath1074.60047MaRDI QIDQ702405
Tomasz Bojdecki, Anna Talarczyk, Louis G. Gorostiza
Publication date: 17 January 2005
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
60G15: Gaussian processes
60G18: Self-similar stochastic processes
60J55: Local time and additive functionals
Related Items
Some properties of the sub-fractional Brownian motion, Oscillatory fractional Brownian motion, Stochastic integration with respect to the sub-fractional Brownian motion with, Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion, Inner product spaces of integrands associated to subfractional Brownian motion, Sub-fractional Brownian motion and its relation to occupation times, Some long-range dependence processes arising from fluctuations of particle systems, On the self-intersection local time of subfractional Brownian motion, Occupation time limits of inhomogeneous Poisson systems of independent particles, Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\), On the Wiener integral with respect to a sub-fractional Brownian motion on an interval, On Double Stratonovich Fractional Integrals and Some Strong and Weak Approximations