On the self-intersection local time of subfractional Brownian motion
type: Item
instance of: scholarly article
title: On the self-intersection local time of subfractional Brownian motion
zbMATH Open document ID: 1260.60074
DOI: 10.1155/2012/414195
author: Zhihang Peng
author: Yuquan Cang
author: Junfeng Liu
author: Donglei Tang
published in: Abstract and Applied Analysis
publication date: 2013-02-04T00:00:00Z
review text: Summary: We study the problem of self-intersection local time of \(d\)-dimensional subfractional Brownian motion based on the property of chaotic representation and white noise analysis.
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 6134084
zbMATH Keywords: self-intersection local time
zbMATH Keywords: subfractional Brownian motion
zbMATH Keywords: white noise analysis
Wikidata QID: Q58696568
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2012/414195
OpenAlex ID: W2143182343
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description: scientific article; zbMATH DE number 6134084