Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process
Author:
Affiliation:
1. Department of Mathematics, Nanjing University of Aeronautics and Astronautics, Nanjing, China
2. Department of Mathematics, Anhui Normal University, Wuhu, China
Funder
National Natural Science Foundation of China
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/07362994.2021.1973497
Reference25 articles.
1. The intersection local time of fractional Brownian motion in the plane
2. Renormalized self-intersection local time for fractional Brownian motion
3. Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
4. Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion
5. Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Self-intersection local time derivative for systems of non-linear stochastic heat equations;Journal of Mathematical Physics;2023-05-01
2. Higher-order derivatives of self-intersection local time for linear fractional stable processes;Filomat;2023
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