The Local Time of the Fractional Ornstein-Uhlenbeck Process
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 .
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| Principais autores: | , , , |
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| 格式: | Artigo |
| 語言: | Inglês |
| 出版: |
Wiley
2013-01-01
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| 叢編: | Abstract and Applied Analysis |
| 在線閱讀: | http://dx.doi.org/10.1155/2013/375480 |
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