Fractional smoothness of derivative of self-intersection local times

Statistics & Probability Letters ◽

10.1016/j.spl.2017.06.007 ◽

2017 ◽

Vol 129 ◽

pp. 241-251 ◽

Cited By ~ 1

Author(s):

Qun Shi ◽

Xianye Yu

Keyword(s):

Local Times ◽

Fractional Smoothness ◽

Intersection Local Times

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Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion

Systems & Control Letters ◽

10.1016/j.sysconle.2020.104627 ◽

2020 ◽

Vol 138 ◽

pp. 104627

Author(s):

Qun Shi

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Local Times ◽

Fractional Smoothness ◽

Intersection Local Times

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Large deviations for intersection local times in critical dimension

The Annals of Probability ◽

10.1214/09-aop499 ◽

2010 ◽

Vol 38 (2) ◽

pp. 927-953 ◽

Cited By ~ 10

Author(s):

Fabienne Castell

Keyword(s):

Large Deviations ◽

Critical Dimension ◽

Local Times ◽

Intersection Local Times

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Uniform Invariance Principles for Intersection Local Times

Seminar on Stochastic Processes, 1992 ◽

10.1007/978-1-4612-0339-1_12 ◽

1993 ◽

pp. 241-247

Author(s):

Jay Rosen

Keyword(s):

Local Times ◽

Invariance Principles ◽

Intersection Local Times

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Superprocess Local and Intersection Local Times and their Corresponding Particle Pictures

Seminar on Stochastic Processes, 1992 ◽

10.1007/978-1-4612-0339-1_1 ◽

1993 ◽

pp. 1-42 ◽

Cited By ~ 4

Author(s):

Robert J. Adler

Keyword(s):

Local Times ◽

Intersection Local Times

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Brownian intersection local times

Random Walk Intersections - Mathematical Surveys and Monographs ◽

10.1090/surv/157/02 ◽

2010 ◽

pp. 25-58

Author(s):

Xia Chen

Keyword(s):

Local Times ◽

Intersection Local Times

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Exponential asymptotics for intersection local times of stable processes and random walks

Annales de l Institut Henri Poincaré Probabilités et Statistiques ◽

10.1016/j.anihpb.2004.09.006 ◽

2005 ◽

Vol 41 (5) ◽

pp. 901-928 ◽

Cited By ~ 5

Author(s):

X CHEN ◽

J ROSEN

Keyword(s):

Random Walks ◽

Local Times ◽

Stable Processes ◽

Exponential Asymptotics ◽

Intersection Local Times

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Renormalized self-intersection local times and Wick power chaos processes

Memoirs of the American Mathematical Society ◽

10.1090/memo/0675 ◽

1999 ◽

Vol 142 (675) ◽

pp. 0-0 ◽

Cited By ~ 2

Author(s):

Michael B. Marcus ◽

Jay Rosen

Keyword(s):

Local Times ◽

Intersection Local Times

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Self-Intersection Local Times of Generalized Mixed Fractional Brownian Motion as White Noise Distributions

Journal of Physics Conference Series ◽

10.1088/1742-6596/855/1/012050 ◽

2017 ◽

Vol 855 ◽

pp. 012050

Author(s):

Herry P. Suryawan ◽

Boby Gunarso

Keyword(s):

Brownian Motion ◽

White Noise ◽

Fractional Brownian Motion ◽

Local Times ◽

Mixed Fractional Brownian Motion ◽

Intersection Local Times

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Intersection local times for interlacements

Stochastic Processes and their Applications ◽

10.1016/j.spa.2014.01.002 ◽

2014 ◽

Vol 124 (5) ◽

pp. 1849-1880 ◽

Cited By ~ 1

Author(s):

Jay Rosen

Keyword(s):

Local Times ◽

Intersection Local Times

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Intersection Local Times

The Annals of Probability ◽

10.1214/aop/1022677544 ◽

1999 ◽

Vol 27 (4) ◽

pp. 1643-1678 ◽

Cited By ~ 1

Author(s):

Jay Rosen ◽

Michael B. Marcus

Keyword(s):

Local Times ◽

Intersection Local Times

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