✦ LIBER ✦

Smoothness for the collision local time of two multidimensional bifractional Brownian motions

✍ Scribed by Shen, Guangjun; Yan, Litan; Chen, Chao

Book ID: 118797825
Publisher: Springer
Year: 2012
Tongue: English
Weight: 203 KB
Volume: 62
Category: Article
ISSN: 0011-4642
DOI: 10.1007/s10587-012-0077-7

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Smoothness for the collision local times

Smoothness for the collision local times of bifractional Brownian motions

✍ GuangJun Shen; LiTan Yan 📂 Article 📅 2011 🏛 SP Science China Press 🌐 English ⚖ 268 KB

Self-intersection local times and collis

Self-intersection local times and collision local times of bifractional Brownian motions

✍ YiMing Jiang; YongJin Wang 📂 Article 📅 2009 🏛 SP Science China Press 🌐 English ⚖ 254 KB

On the Collision Local Time of Fractiona

On the Collision Local Time of Fractional Brownian Motions*

✍ Yiming Jiang; Yongjin Wang 📂 Article 📅 2007 🏛 Coastal and Estuarine Research Federation 🌐 English ⚖ 149 KB

Collision local times of two independent

Collision local times of two independent fractional Brownian motions

✍ Xiangjun Wang; Jingjun Guo; Guo Jiang 📂 Article 📅 2011 🏛 Higher Education Press and Springer 🌐 English ⚖ 197 KB

Local times for the norm of a multidimen

Local times for the norm of a multidimensional Brown motion

✍ V. A. Shakh 📂 Article 📅 1992 🏛 Springer US 🌐 English ⚖ 213 KB

A remark on non-smoothness of the self-i

A remark on non-smoothness of the self-intersection local time of planar Brownian motion

✍ Sergio Albeverio; Yaozhong Hu; Xian Yin Zhou 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 387 KB

Using the It6-Wiener chaos expansion we prove that the normalized self-intersection local time of planar Brownian motion is not differentiable in the sense of Meyer-Watanabe.