Derivative for the intersection local time of two independent fractional Brownian motions

Stochastics ◽  
2021 ◽  
pp. 1-34
Author(s):  
Litan Yan ◽  
Xichao Sun
Keyword(s):  
Local Time ◽  
Intersection Local Time ◽  
Brownian Motions ◽  
Fractional Brownian Motions

Moduli of continuity of the local time of a class of sub-fractional Brownian motions

2017 ◽  
Vol 25 (4) ◽  
Author(s):  
Mohamed Ait Ouahra ◽  
Raby Guerbaz
Keyword(s):  
Local Time ◽  
Similarity Index ◽  
The Self ◽  
Local Times ◽  
Moduli Of Continuity ◽  
Self Similarity ◽  
Brownian Motions ◽  
Fractional Brownian Motions ◽  
Sharp Estimates

AbstractThe aim of this paper is to establish sharp estimates for the moduli of continuity of the local time of a class of sub-fractional Brownian motions. We also investigate the continuity of their local times with respect to the self-similarity index.

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