On the collision local time of fractional Brownian motions

DOI10.1007/s11401-006-0029-3zbMath1124.60036OpenAlexW1987037997MaRDI QIDQ2385393

Yiming Jiang, Yong Jin Wang

Publication date: 12 October 2007

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-006-0029-3

zbMATH Keywords

fractional Brownian motionHölder continuitychaos expansioncollision local time

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18)

Related Items (8)

Derivative for the intersection local time of two independent fractional Brownian motions ⋮ Collision local times of two independent fractional Brownian motions ⋮ Remarks on the intersection local time of fractional Brownian motions ⋮ On the collision local time of sub-fractional Brownian motions ⋮ ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS ⋮ Smoothness for the collision local times of bifractional Brownian motions ⋮ Self-intersection local times and collision local times of bifractional Brownian motions ⋮ Mixed fractional Brownian sheets and their applications

Cites Work

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• The intersection local time of fractional Brownian motion in the plane
• Quantum probability for probabilists
• Self-intersection local time of fractional Brownian motions -- via chaos expansion
• Renormalized self-intersection local time for fractional Brownian motion
• Local times of fractional Brownian sheets
• Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization
• Chaos expansions and local times
• Properties of local-nondeterminism of Gaussian and stable random fields and their applications

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