On the existence and the Hölder regularity of the local time of the Brownian bridge
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Publication:2101308
DOI10.1515/rose-2022-2087zbMath1499.60111OpenAlexW4307378910MaRDI QIDQ2101308
Omar Allaoui, Soukaina Hadiri, Aissa Sghir
Publication date: 5 December 2022
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose-2022-2087
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Local time and additive functionals (60J55)
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