Pages that link to "Item:Q2664521"
From MaRDI portal
The following pages link to Higher-order derivative of self-intersection local time for fractional Brownian motion (Q2664521):
Displaying 12 items.
- On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion (Q404600) (← links)
- The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes (Q471515) (← links)
- Fractional Brownian density process and its self-intersection local time of order \(k\) (Q702405) (← links)
- Fractional smoothness of derivative of self-intersection local times (Q1687222) (← links)
- Asymptotic properties for \(q\)-th chaotic component of derivative of self-intersection local time of fractional Brownian motion (Q2199309) (← 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 for self-intersection local time of multidimensional fractional Brownian motion (Q2804018) (← links)
- Self-intersection local time derivative for systems of non-linear stochastic heat equations (Q6097828) (← links)
- Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion (Q6107530) (← links)
- Limit theorem for self-intersection local time derivative of multidimensional fractional Brownian motion (Q6592131) (← links)
- Higher-order derivative of local times for space-time anisotropic Gaussian random fields (Q6606011) (← links)