The Local Time of the Fractional Ornstein-Uhlenbeck Process
| Autor: | Guangjun Shen, Dongjin Zhu, Yong Ren, Xueping Ding |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2013 |
| Předmět: | |
| Zdroj: | Abstract and Applied Analysis, Vol 2013 (2013) |
| Druh dokumentu: | article |
| ISSN: | 1085-3375 1687-0409 |
| DOI: | 10.1155/2013/375480 |
| Popis: | 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 . |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
|