the local time of the fractional ornstein-uhlenbeck process
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ID: 260353
2013
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Abstract
We investigate the Hölder regularity of the local time of the fractional Ornstein-Uhlenbeck process . As a related problem, we study the collision local time of two independent fractional Ornstein-Uhlenbeck , with respective indices .
| Reference Key |
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|---|---|
| Authors | ;Guangjun Shen;Dongjin Zhu;Yong Ren;Xueping Ding |
| Journal | science and technology of advanced materials |
| Year | 2013 |
| DOI |
10.1155/2013/375480
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| URL | |
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