Fractional smoothness of derivative of self-intersection local times
Author:
Funder
NSFC
Fundamental Research Funds for the Central Universities
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference24 articles.
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2. Smoothness of local times of semimartingales;Airault;C. R. Acad. Sci. Paris Sèr. I Math.,2000
3. Stochastic Calculus for fBm and Applications;Biagini,2008
4. Tanaka formula for the fractional Brownian motion;Coutin;Stochastic Process. Appl.,2001
5. Regularity of the local time for the d-dimensional fractional Brownian motion with N-parameters;Eddahbi;Stoch. Anal. Appl.,2005
Cited by 4 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. Derivative of Multiple Self-intersection Local Time for Fractional Brownian Motion;Journal of Theoretical Probability;2023-05-24
2. Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion;Communications in Statistics - Theory and Methods;2021-09-15
3. Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion;Stochastic Analysis and Applications;2021-03-05
4. Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion;Systems & Control Letters;2020-04
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