On collision local time of two independent fractional Ornstein-Uhlenbeck processes
type: Item
instance of: scholarly article
title: On collision local time of two independent fractional Ornstein-Uhlenbeck processes
zbMATH Open document ID: 1389.60096
DOI: 10.1016/S0252-9602(17)30004-8
author: Jingjun Guo
author: Chujin Li
published in: Acta Mathematica Scientia. Series B. (English Edition)
publication date: 2018-01-29T00:00:00Z
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6830615
zbMATH Keywords: collision local time
zbMATH Keywords: fractional Ornstein-Uhlenbeck processes
zbMATH Keywords: generalized white noise functionals
zbMATH Keywords: chaos expansion
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 6830615