Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion
type: Item
instance of: scholarly article
title: Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion
DOI: 10.1080/03610926.2021.1977322
author: Qian Yu
author: Qiangqiang Chang
author: Guangjun Shen
publication date: 2023-07-03T00:00:00Z
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H07
zbMATH DE Number: 7706254
zbMATH Keywords: smoothness
zbMATH Keywords: derivative of self-intersection local time
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: intersection local times
zbMATH Keywords: collision local times
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610926.2021.1977322
OpenAlex ID: W3201610405
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published in: Communications in Statistics: Theory and Methods
description: scientific article; zbMATH DE number 7706254