Derivative of self-intersection local time for the sub-bifractional Brownian motion
Let $ S^{H, K} = \{S^{H, K}_t, t\geq 0\} $ be the sub-bifractional Brownian motion (sbfBm) of dimension 1, with indices $ H\in (0, 1) $ and $ K\in (0, 1]. $ We mainly consider the existence of the self-intersection local time and its derivative for the sbfBm. Moreover, we prove its derivative is H$...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2022-03-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.2022573?viewType=HTML |