Derivative of self-intersection local time for the sub-bifractional Brownian motion
Author:
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
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
General Mathematics
Reference24 articles.
1. S. Berman, Local nondeterminism and local times of Gaussian processes, Bull. Amer. Math. Soc., 79 (1973), 475–477.
2. Z. Chen, L. Sang, X. Hao, Renormalized self-intersection local time of bifractional Brownian motion, J. Inequal. Appl., 2018 (2018), 326. http://dx.doi.org/10.1186/s13660-018-1916-3
3. C. El-Nouty, J. Journé, The sub-bifractional Brownian motion, Stud. Sci. Math. Hung., 50 (2013), 67–121. http://dx.doi.org/10.1556/SScMath.50.2013.1.1231
4. Y. Hu, Self-intersection local time of fractional Brownian motions-via chaos expansion, J. Math. Kyoto Univ., 41 (2001), 233–250. http://dx.doi.org/10.1215/kjm/1250517630
5. Y. Hu, D. Nualart, Renormalized self-intersection local time for fractional Brownian motion, Ann. Probab., 33 (2005), 948–983. http://dx.doi.org/10.2307/3481716
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