Existence and H\"{o}lder continuity conditions for self-intersection local time of Rosenblatt process
Probability
2021-02-02 v1
Abstract
We consider the existence and H\"{o}lder continuity conditions for the self-intersection local time of Rosenblatt process. Moreover, we study the cases of intersection local time and collision local time, respectively.
Keywords
Cite
@article{arxiv.2102.00354,
title = {Existence and H\"{o}lder continuity conditions for self-intersection local time of Rosenblatt process},
author = {Qian Yu and Guangjun Shen and Xiuwei Yin},
journal= {arXiv preprint arXiv:2102.00354},
year = {2021}
}
Comments
19 pages