Pages that link to "Item:Q404600"

The following pages link to On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion (Q404600):

Displaying 15 items.

• Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion (Q730357) (← links)
• Asymptotic properties for \(q\)-th chaotic component of derivative of self-intersection local time of fractional Brownian motion (Q2199309) (← links)
• Approximation of fractional local times: zero energy and derivatives (Q2240878) (← links)
• Higher-order derivative of intersection local time for two independent fractional Brownian motions (Q2312768) (← links)
• Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative (Q2346982) (← links)
• Derivative of intersection local time of independent symmetric stable motions (Q2374580) (← links)
• Higher-order derivative of self-intersection local time for fractional Brownian motion (Q2664521) (← links)
• Derivative for self-intersection local time of multidimensional fractional Brownian motion (Q2804018) (← links)
• (Q3305807) (← links)
• Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion (Q5024373) (← links)
• Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process (Q5046310) (← links)
• Derivative for the intersection local time of two independent fractional Brownian motions (Q5086914) (← links)
• Derivative of multiple self-intersection local time for fractional Brownian motion (Q6204798) (← links)
• Derivatives of intersection local time for two independent symmetric \(\alpha\)-stable processes (Q6541369) (← links)
• Limit theorem for self-intersection local time derivative of multidimensional fractional Brownian motion (Q6592131) (← links)