Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process

Abstract

We consider the existence and Hölder 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.

19 pages

References in corpus (2)

• Analysis of the Rosenblatt process
• Renormalized self-intersection local time for fractional Brownian motion