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Smoothness of self-intersection local time of multidimensional fractional Brownian motion - MaRDI portal

Smoothness of self-intersection local time of multidimensional fractional Brownian motion (Q5076899)

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scientific article; zbMATH DE number 7528158
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English
Smoothness of self-intersection local time of multidimensional fractional Brownian motion
scientific article; zbMATH DE number 7528158

    Statements

    Smoothness of self-intersection local time of multidimensional fractional Brownian motion (English)
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    17 May 2022
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    fractional Brownian motion
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    fractional smoothness
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    Hölder continuity
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    self-intersection local time
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