Derivative of multiple self-intersection local time for fractional Brownian motion

DOI10.1007/s10959-023-01265-6OpenAlexW4377989290MaRDI QIDQ6204798

Cuiyun Zhang, Jingjun Guo, Aiqin Ma

Publication date: 2 April 2024

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-023-01265-6

zbMATH Keywords

existenceHölder continuitysmoothnessself-intersection local time

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Local time and additive functionals (60J55) (L^p)-limit theorems (60F25)

Cites Work

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