Renormalized self-intersection local time of bifractional Brownian motion

DOI10.1186/s13660-018-1916-3zbMath1498.60147OpenAlexW2900882738WikidataQ59812656 ScholiaQ59812656MaRDI QIDQ2061456

Zhen Long Chen, Xiaozhen Hao, Liheng Sang

Publication date: 15 December 2021

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-018-1916-3

zbMATH Keywords

existencerenormalizationbifractional Brownian motionself-intersection local time

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18) Local time and additive functionals (60J55)

Related Items (2)

Correction to: ``Renormalized self-intersection local time of bifractional Brownian motion ⋮ Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion

Cites Work

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