The Local Time of the Fractional Ornstein-Uhlenbeck Process

الملخص EN

We investigate the Hölder regularity of the local time of the fractional Ornstein-Uhlenbeck process XH={XtH,t≥0}.

As a related problem, we study the collision local time of two independent fractional Ornstein-Uhlenbeck XHi={XtHi,t≥0}, i=1,2 with respective indices H1,H2∈(0,1).