7 citations · 26 across the 47 of their papers we have counts for
Showing 2012 · math.PRShow all
2 papers · 2 filters
math.PR2012★ 1 cited
Holder continuity and occupation-time formulas for fBm self-intersection local time and its derivative
Paul Jung, Greg Markowsky
We prove joint Holder continuity and an occupation-time formula for the self-intersection local time of fractional Brownian motion. Motivated by an occupation-time formula, we also…
math.PR2012★ 3 cited
On the Tanaka formula for the derivative of self-intersection local time of fBm
Paul Jung, Greg Markowsky
The derivative of self-intersection local time (DSLT) for Brownian motion was introduced by Rosen and subsequently used by others to study the and moduli of continuity…