Fractional Brownian density process and its self-intersection local time of order \(k\)

DOI10.1023/B:JOTP.0000040296.95910.e1zbMath1074.60047OpenAlexW1975157149MaRDI QIDQ702405

Tomasz Bojdecki, Louis G. Gorostiza, Anna Talarczyk

Publication date: 17 January 2005

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

Full work available at URL: https://doi.org/10.1023/b:jotp.0000040296.95910.e1

zbMATH Keywords

fractional Brownian motiongeneralized Gaussian processnon-semimartingale property

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18) Local time and additive functionals (60J55)

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