Derivative of Multiple Self-intersection Local Time for Fractional Brownian Motion

doi:10.1007/s10959-023-01265-6

	Derivative of Multiple Self-intersection Local Time for Fractional Brownian Motion
	Guo, Jingjun; Zhang, Cuiyun; Ma, Aiqin
	2023-05-24
发表期刊	JOURNAL OF THEORETICAL PROBABILITY
卷号	37 期号:1 页码:623-641
摘要	We consider existence and the Holder continuity condition in the spatial variable for the derivative of multiple self-intersection local time for fractional Brownian motion. Moreover, under the existence condition, we study its smoothness in the sense of Meyer-Watanabe.
关键词	Self-intersection local time Existence Holder continuity Smoothness
DOI	10.1007/s10959-023-01265-6
收录类别	SCIE
ISSN	0894-9840
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000994080200002
出版者	SPRINGER/PLENUM PUBLISHERS
原始文献类型	Article ; Early Access
EISSN	1572-9230
引用统计	被引频次[WOS]：0 [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/34490
专题	统计与数据科学学院
作者单位	Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou 730020, Peoples R China
第一作者单位	兰州财经大学
推荐引用方式 GB/T 7714	Guo, Jingjun,Zhang, Cuiyun,Ma, Aiqin. Derivative of Multiple Self-intersection Local Time for Fractional Brownian Motion[J]. JOURNAL OF THEORETICAL PROBABILITY,2023,37(1):623-641.
APA	Guo, Jingjun,Zhang, Cuiyun,&Ma, Aiqin.(2023).Derivative of Multiple Self-intersection Local Time for Fractional Brownian Motion.JOURNAL OF THEORETICAL PROBABILITY,37(1),623-641.
MLA	Guo, Jingjun,et al."Derivative of Multiple Self-intersection Local Time for Fractional Brownian Motion".JOURNAL OF THEORETICAL PROBABILITY 37.1(2023):623-641.