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Showing 2008 · math.PRShow all
3 papers · 2 filters
math.PR2008
Integral representation of renormalized self-intersection local times
Yaozhong Hu, David Nualart, Jian Song
In this paper we apply Clark-Ocone formula to deduce an explicit integral representation for the renormalized self-intersection local time of the % -dimensional fractional Brown…
math.PR2008★ 2 cited
A decomposition of the bifractional Brownian motion and some applications
Pedro Lei, David Nualart
In this paper we show a decomposition of the bifractional Brownian motion with parameters H,K into the sum of a fractional Brownian motion with Hurst parameter HK plus a stochastic…
math.PR2008★ 1 cited
Occupation densities for certain processes related to fractional Brownian motion
Khalifa Es-Sebaiy, David Nualart, Youssef Ouknine +1
In this paper we establish the existence of a square integrable occupation density for two classes of stochastic processes. First we consider a Gaussian process with an absolutely…