Necessary and sufficient condition for the smoothness of intersection local time of subfractional Brownian motions

DOI10.1186/1029-242X-2011-139zbMath1276.60047OpenAlexW2157350086WikidataQ59267915 ScholiaQ59267915MaRDI QIDQ366124

Guang Jun Shen

Publication date: 11 September 2013

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

Full work available at URL: https://doi.org/10.1186/1029-242x-2011-139

zbMATH Keywords

intersection local timechaos expansionsubfractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Local time and additive functionals (60J55)

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