Yanping Xiao

most citedHigher-order derivative of intersection local time for two independent fractional Brownian motions

3 citations · 3 across the 1 of their papers we have counts for

collaborators

2 papers

math.PR2018

Higher-order Derivative Local Time for Fractional Ornstein-Uhlenbeck Processes

Jingjun Guo, Yanping Xiao

In this article, existence of the $k$ -th order derivatives of local time $α^{(k)} (x, t)$ is considered for two d-dimensional fractional Ornstein-Uhlenbeck processes $X^{H_1…

math.PR2017★ 3 cited

Higher-order derivative of intersection local time for two independent fractional Brownian motions

Jingjun Guo, Yaozhong Hu, Yanping Xiao

In this article, we obtain sharp conditions for the existence of the high order derivatives ( $k$ -th order) of intersection local time $α^{(k)} (0)$ of two independent d-dim…