Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion
Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion
复制标题
DOI：
10.1016/j.sysconle.2020.104627
复制
发表时间：
2020
期刊：
影响因子：
--
通讯作者：
Qun Shi
中科院分区：
文献类型：
--
作者：
Qun Shi
Let B^{H_i,K_i} = {B^{H_i,K_i} t , t ≥ 0}, i = 1, 2 be two independent bifractional Brownian motions with respective.indices H_i ∈ (0, 1) and K_i ∈ (0, 1]. In this paper, we study the fractional smoothness of derivative of.the local time and the self-intersection local time for a bifractional Brownian motion, and the collision.local time for two independent bifractional Brownian motion.
