Self-intersection local times and collision local times of bifractional Brownian motions

DOI10.1007/s11425-009-0081-zzbMath1181.60059OpenAlexW2008361029MaRDI QIDQ1044279

Yiming Jiang, Yong Jin Wang

Publication date: 11 December 2009

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-009-0081-z

zbMATH Keywords

chaos expansionself-intersection local timesstrong local nondeterminismbifractional Brownian motionscollision local times

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18) Local time and additive functionals (60J55)

Related Items

Solving a stochastic heat equation driven by a bi-fractional noise ⋮ Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process ⋮ Self-intersection local time derivative for systems of non-linear stochastic heat equations ⋮ Some properties of bifractional Bessel processes driven by bifractional Brownian motion ⋮ The generalized Bouleau-Yor identity for a sub-fractional Brownian motion ⋮ Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion ⋮ Smoothness for the collision local time of two multidimensional bifractional Brownian motions ⋮ Asymptotic behavior for bi-fractional regression models via Malliavin calculus ⋮ Some path properties of weighted-fractional Brownian motion ⋮ Renormalized self-intersection local time of bifractional Brownian motion ⋮ Smoothness for the collision local times of bifractional Brownian motions ⋮ Smoothness of local times and self-intersection local times of Gaussian random fields

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