Derivative of self-intersection local time for the sub-bifractional Brownian motion-Reference-Cited by-同舟云学术

Derivative of self-intersection local time for the sub-bifractional Brownian motion

Published:2022 Issue:6 Volume:7 Page:10286-10302
ISSN:2473-6988
Container-title:AIMS Mathematics
language:
Short-container-title:MATH

Author:

Kuang Nenghui¹,Xie Huantian²

Affiliation:

1. School of Mathematics and Computing Science, Hunan University of Science and Technology, Xiangtan, Hunan 411201, China

2. School of Mathematics and Statistics, Linyi University, Linyi, Shandong 276005, China

Abstract

<abstract><p>Let $ S^{H, K} = \{S^{H, K}_t, t\geq 0\} $ be the sub-bifractional Brownian motion (sbfBm) of dimension 1, with indices $ H\in (0, 1) $ and $ K\in (0, 1]. $ We mainly consider the existence of the self-intersection local time and its derivative for the sbfBm. Moreover, we prove its derivative is H$ \ddot{o} $lder continuous in space variable and time variable, respectively.</p></abstract>

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

General Mathematics

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