The Local Time of the Fractional Ornstein-Uhlenbeck Process
Joint Authors
Ren, Yong
Shen, Guangjun
Ding, Xueping
Zhu, Dongjin
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-09-19
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract 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).
American Psychological Association (APA)
Shen, Guangjun& Zhu, Dongjin& Ren, Yong& Ding, Xueping. 2013. The Local Time of the Fractional Ornstein-Uhlenbeck Process. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-9.
https://search.emarefa.net/detail/BIM-467139
Modern Language Association (MLA)
Shen, Guangjun…[et al.]. The Local Time of the Fractional Ornstein-Uhlenbeck Process. Abstract and Applied Analysis No. 2013 (2013), pp.1-9.
https://search.emarefa.net/detail/BIM-467139
American Medical Association (AMA)
Shen, Guangjun& Zhu, Dongjin& Ren, Yong& Ding, Xueping. The Local Time of the Fractional Ornstein-Uhlenbeck Process. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-9.
https://search.emarefa.net/detail/BIM-467139
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-467139
