Self-intersections and local nondeterminism of Gaussian processes
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(18)- The existence and smoothness of self-intersection local time for a class of Gaussian processes
- scientific article; zbMATH DE number 1222334 (Why is no real title available?)
- Local times of self-intersection
- CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS
- Remarks on the intersection local time of fractional Brownian motions
- On the collision local time of sub-fractional Brownian motions
- Correction to: Local nondeterminism and the zeros of Gaussian processes
- ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS
- scientific article; zbMATH DE number 3919459 (Why is no real title available?)
- Self-intersections of random fields
- scientific article; zbMATH DE number 758238 (Why is no real title available?)
- Properties of local-nondeterminism of Gaussian and stable random fields and their applications
- A central limit theorem for the renormalized self-intersection local time of a stationary vector Gaussian process
- An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
- Smoothness for the collision local times of bifractional Brownian motions
- Generalized Pickands constants
- The self-intersections of a Gaussian random field
- Spectral conditions for local nondeterminism
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