Holder Continuity and Occupation-Time Formulas for fBm Self-Intersection Local Time and Its Derivative
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Jung, Paul | ko |
| dc.contributor.author | Markowsky, Greg | ko |
| dc.date.accessioned | 2016-10-04T08:59:43Z | - |
| dc.date.available | 2016-10-04T08:59:43Z | - |
| dc.date.created | 2016-09-26 | - |
| dc.date.created | 2016-09-26 | - |
| dc.date.created | 2016-09-26 | - |
| dc.date.created | 2016-09-26 | - |
| dc.date.created | 2016-09-26 | - |
| dc.date.issued | 2015-03 | - |
| dc.identifier.citation | JOURNAL OF THEORETICAL PROBABILITY, v.28, no.1, pp.299 - 312 | - |
| dc.identifier.issn | 0894-9840 | - |
| dc.identifier.uri | http://hdl.handle.net/10203/213189 | - |
| dc.description.abstract | We prove joint Holder continuity and an occupation-time formula for the self-intersection local time of fractional Brownian motion. Motivated by an occupation-time formula, we also introduce a new version of the derivative of self-intersection local time for fractional Brownian motion and prove Holder conditions for this process. This process is related to a different version of the derivative of self-intersection local time studied by the authors in a previous work. | - |
| dc.language | English | - |
| dc.publisher | SPRINGER/PLENUM PUBLISHERS | - |
| dc.title | Holder Continuity and Occupation-Time Formulas for fBm Self-Intersection Local Time and Its Derivative | - |
| dc.type | Article | - |
| dc.identifier.wosid | 000351316900012 | - |
| dc.identifier.scopusid | 2-s2.0-84872010063 | - |
| dc.type.rims | ART | - |
| dc.citation.volume | 28 | - |
| dc.citation.issue | 1 | - |
| dc.citation.beginningpage | 299 | - |
| dc.citation.endingpage | 312 | - |
| dc.citation.publicationname | JOURNAL OF THEORETICAL PROBABILITY | - |
| dc.identifier.doi | 10.1007/s10959-012-0474-8 | - |
| dc.contributor.localauthor | Jung, Paul | - |
| dc.contributor.nonIdAuthor | Markowsky, Greg | - |
| dc.type.journalArticle | Article | - |
| dc.subject.keywordAuthor | Intersection local time | - |
| dc.subject.keywordAuthor | Fractional Brownian motion | - |
| dc.subject.keywordAuthor | Occupation-time formula | - |
| dc.subject.keywordPlus | FRACTIONAL BROWNIAN-MOTION | - |
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