Hölder Continuity and Occupation-Time Formulas for fBm Self-Intersection Local Time and Its Derivative
نویسندگان
چکیده
منابع مشابه
Renormalized Self - Intersection Local Time for Fractional Brownian Motion
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2013
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-012-0474-8