Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion
type: Item
instance of: scholarly article
title: Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion
zbMATH Open document ID: 1436.93063
author: Qun Shi
published in: Systems \& Control Letters
publication date: 2020-04-07T00:00:00Z
Mathematics Subject Classification ID: 93C15
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60H07
zbMATH DE Number: 7186980
zbMATH Keywords: smoothness
zbMATH Keywords: derivative of self-intersection local time
zbMATH Keywords: bi-fractional Brownian motion
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: independent
MaRDI profile type: Publication
full work available at URL: j.sysconle.2020.104627
OpenAlex ID: W3011090710
cites work: Q4811459
cites work: Q5753321
cites work: Q4662409
cites work: Q3526635
cites work: Stochastic methods
cites work: The Malliavin Calculus and Related Topics
cites work: Fractional smoothness of derivative of self-intersection local times
cites work: On quadratic variation of processes with Gaussian increments
cites work: Occupation densities
cites work: Self-intersection local times and collision local times of bifractional Brownian motions
cites work: Q5680823
cites work: The generalized quadratic covariation for a bi-fBm
cites work: Self-intersection local time of fractional Brownian motions -- via chaos expansion
cites work: THE LAW OF A STOCHASTIC INTEGRAL WITH TWO INDEPENDENT BIFRACTIONAL BROWNIAN MOTIONS
cites work: Q5546246
cites work: Smoothness of stopping times of diffusion processes
cites work: Fractional order Sobolev spaces on Wiener space
DOI: 10.1016/J.SYSCONLE.2020.104627
description: scientific article; zbMATH DE number 7186980