scholarly journals Large deviations for local times and intersection local times of fractional Brownian motions and Riemann–Liouville processes

2011 ◽  
Vol 39 (2) ◽  
pp. 729-778 ◽  
Author(s):  
Xia Chen ◽  
Wenbo V. Li ◽  
Jan Rosiński ◽  
Qi-Man Shao
Keyword(s):  
Large Deviations ◽  
Local Times ◽  
Brownian Motions ◽  
Fractional Brownian Motions ◽  
Intersection Local Times

scholarly journals Intersection local times of fractional Brownian motions with H∈(0,1) as generalized white noise functionals

2008 ◽  
Author(s):  
Custódia Drumond ◽  
Maria João Oliveira ◽  
José Luís da Silva ◽  
Christopher C. Bernido ◽  
M. Victoria Carpio-Bernido
Keyword(s):  
White Noise ◽  
Local Times ◽  
Brownian Motions ◽  
Fractional Brownian Motions ◽  
White Noise Functionals ◽  
Intersection Local Times

scholarly journals Large deviations for renormalized self-intersection local times of stable processes

2005 ◽  
Vol 33 (3) ◽  
pp. 984-1013 ◽  
Author(s):  
Richard Bass ◽  
Xia Chen ◽  
Jay Rosen
Keyword(s):  
Large Deviations ◽  
Local Times ◽  
Stable Processes ◽  
Intersection Local Times

scholarly journals Hölder properties of local times for fractional Brownian motions

Metrika ◽  
2008 ◽  
Vol 69 (2-3) ◽  
pp. 125-152 ◽  
Author(s):  
D. Baraka ◽  
T. Mountford ◽  
Y. Xiao
Keyword(s):  
Local Times ◽  
Brownian Motions ◽  
Fractional Brownian Motions

Collision local times of two independent fractional Brownian motions

2011 ◽  
Vol 6 (2) ◽  
pp. 325-338 ◽  
Author(s):  
Xiangjun Wang ◽  
Jingjun Guo ◽  
Guo Jiang
Keyword(s):  
Local Times ◽  
Brownian Motions ◽  
Fractional Brownian Motions
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