Regularity of renormalized self-intersection local time for fractional Brownian motion
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Publication:937350
DOI10.4310/CIS.2007.v7.n1.a2zbMath1143.60310MaRDI QIDQ937350
Publication date: 14 August 2008
Published in: Communications in Information and Systems (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.cis/1184963896
Gaussian processes (60G15) Brownian motion (60J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Local time and additive functionals (60J55)
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Smoothness of self-intersection local time of multidimensional fractional Brownian motion ⋮ Stochastic quantization for the fractional Edwards measure ⋮ Intersection local times of independent fractional Brownian motions as generalized white noise functionals ⋮ Fractional smoothness of derivative of self-intersection local times ⋮ Local times for multifractional Brownian motion in higher dimensions: A white noise approach ⋮ Derivative of multiple self-intersection local time for fractional Brownian motion ⋮ Some properties of the Itô-Wiener expansion of the solution of a stochastic differential equation and local times ⋮ Self-avoiding fractional Brownian motion -- the Edwards model ⋮ Self-intersection local times for multifractional Brownian motion in higher dimensions: A white noise approach ⋮ Collision local times of two independent fractional Brownian motions ⋮ Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion
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