Smoothness for the collision local times of bifractional Brownian motions
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Publication:763663
DOI10.1007/s11425-011-4228-3zbMath1236.60042OpenAlexW2148898132MaRDI QIDQ763663
Publication date: 29 March 2012
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-011-4228-3
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Local time and additive functionals (60J55)
Related Items (7)
Solving a stochastic heat equation driven by a bi-fractional noise ⋮ Understanding image inpainting with the help of the Helmholtz equation ⋮ The generalized Bouleau-Yor identity for a sub-fractional Brownian motion ⋮ Smoothness for the collision local time of two multidimensional bifractional Brownian motions ⋮ Asymptotic behavior for bi-fractional regression models via Malliavin calculus ⋮ Renormalized self-intersection local time of bifractional Brownian motion ⋮ Smoothness of local times and self-intersection local times of Gaussian random fields
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- ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS
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