Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process. Issue 6 (2nd November 2022)
- Record Type:
- Journal Article
- Title:
- Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process. Issue 6 (2nd November 2022)
- Main Title:
- Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process
- Authors:
- Yu, Qian
Shen, Guangjun
Yin, Xiuwei - Abstract:
- Abstract: We consider the existence and Hölder continuity conditions for the self-intersection local time of Rosenblatt process. Moreover, we study the cases of intersection local time and collision local time, respectively.
- Is Part Of:
- Stochastic analysis and applications. Volume 40:Issue 6(2022)
- Journal:
- Stochastic analysis and applications
- Issue:
- Volume 40:Issue 6(2022)
- Issue Display:
- Volume 40, Issue 6 (2022)
- Year:
- 2022
- Volume:
- 40
- Issue:
- 6
- Issue Sort Value:
- 2022-0040-0006-0000
- Page Start:
- 978
- Page End:
- 995
- Publication Date:
- 2022-11-02
- Subjects:
- Rosenblatt process -- self-intersection local time -- intersection local time -- collision local time -- Hölder continuity
Primary 60G18 -- Secondary 60J55
Stochastic analysis -- Periodicals
519.2205 - Journal URLs:
- http://www.tandfonline.com/toc/lsaa20/current ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/07362994.2021.1973497 ↗
- Languages:
- English
- ISSNs:
- 0736-2994
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 8465.250000
British Library DSC - BLDSS-3PM
British Library STI - ELD Digital store - Ingest File:
- 24139.xml