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Journal of Theoretical Probability
Volumn 20, Issue 4, 2007, Pages 759-767
Intersection local time for two independent fractional brownian motions
Author keywords

Fractional Brownian motion; Intersection local time
Indexed keywords

EID: 35549012822     PISSN: 08949840     EISSN: 15729230     Source Type: Journal    
DOI: 10.1007/s10959-007-0106-x     Document Type: Article
Times cited : (37)
References (12)
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    • LeGall, J.F.: Sur le temps local d'intersection du mouvement Browniren plan et la méthode de renormalisation de varadhan. In: Séminaire de Probabilités XIX. Lecture Notes in Mathematics, vol. 1123, pp. 314-331. Springer, Berlin (1985)
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    • Legall, J.F.1
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    • Additive functionals of several levy processes and intersection local times
    • Marcus, M.B., Rosen, J.: Additive functionals of several levy processes and intersection local times. Ann. Probab. 27, 1643-1678 (1999)
    • (1999) Ann. Probab. , vol.27 , pp. 1643-1678
    • Marcus, M.B.1    Rosen, J.2
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    • Stochastic integration with respect to fractional Brownian motion and applications
    • Nualart, D.: Stochastic integration with respect to fractional Brownian motion and applications. Contemp. Math. 336, 3-39 (2003)
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    • Nualart, D.1
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    • Probabilistic models for vortex filaments based on fractional Brownian motion
    • Nualart, D., Rovira, C., Tindel, S.: Probabilistic models for vortex filaments based on fractional Brownian motion. Ann. Probab. 31, 1862-1899 (2003)
    • (2003) Ann. Probab. , vol.31 , pp. 1862-1899
    • Nualart, D.1    Rovira, C.2    Tindel, S.3
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    • Rosen, J.: The intersection local time of fractional Brownian motion in the plane. J. Multivar. Anal. 23, 37-46 (1987)
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    • Appendix to Euclidean quantum field theory, by K. Symanzik
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    • Varadhan, S.R.S.: Appendix to Euclidean quantum field theory, by K. Symanzik. In: Jost, R. (ed.) Local Quantum Theory. Academic Press, New York (1969)
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    • Wolpert, R.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.