Guangjun Shen

collaborators

2 papers

math.PR2021

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

Qian Yu, Guangjun Shen, Xiuwei Yin

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 c…

math.PR2015

An optimal approximation of Rosenblatt sheet by multiple Wiener integrals

Guangjun Shen, Qian Yu

Let $Z^{α, β}$ be the Rosenblatt sheet with the representation $Z^{α, β} (t, s) = \int_{0}^{t} \int_{0}^{s} \int_{0}^{t} \int_{0}^{s} Q^{α} (t, y_{1}, y_{2}) Q^{β} (s, u_{1}, u_{2}) B (d y_{1}, d u_{1}) B (d y_{2}, d u_{2})$ where $B$ is a…