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Smoothness for the collision local times of bifractional Brownian motions - MaRDI portal

Smoothness for the collision local times of bifractional Brownian motions (Q763663)

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scientific article; zbMATH DE number 6019638
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English
Smoothness for the collision local times of bifractional Brownian motions
scientific article; zbMATH DE number 6019638

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    Smoothness for the collision local times of bifractional Brownian motions (English)
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    29 March 2012
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    bifractional Brownian motion
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    collision local time
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    intersection local time
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    chaos expansion
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