On collision local time of two independent fractional Ornstein-Uhlenbeck processes
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Publication:681000
DOI10.1016/S0252-9602(17)30004-8zbMath1389.60096MaRDI QIDQ681000
Publication date: 29 January 2018
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
chaos expansioncollision local timefractional Ornstein-Uhlenbeck processesgeneralized white noise functionals
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55)
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