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Yapay Zeka Hızlı Bakış & Çıkarımlar
AI Insight⚡ TL;DR(1 Cümlede Hızlı Çıkarım)
As an application, assume d ≥ 2, we prove that the intersection local time of two independent, d−dimensional subfractional Ornstein-Uhlenbeck process,XH and $\tilde{X}^H$, exists in L2 if and only if Hd<2.
📌 3 Maddede Bu Makale
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Amaç & Hipotez:In this paper, we consider Ornstein-Uhlenbeck process dXtH =−XtH dt+ vdStH, X0H =x, driven by a subfractional Brownian motion S H .
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Temel Bulgular & Veri:We prove that the subfractional Ornstein-Uhlenbeck process XH is local nondeterministic and give some properties of this process.
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Sonuç & Katkı:As an application, assume d ≥ 2, we prove that the intersection local time of two independent, d−dimensional subfractional Ornstein-Uhlenbeck process,XH and $\tilde{X}^H$, exists in L2 if and only if Hd<2.
🔬Tür:Araştırma Makalesi
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:subfractional Brownian motion · Ornstein-Uhlenbeck process · intersection local time
Abstract
In this paper, we consider Ornstein-Uhlenbeck process dXtH =−XtH dt+ vdStH, X0H =x, driven by a subfractional Brownian motion S H . We prove that the subfractional Ornstein-Uhlenbeck process XH is local nondeterministic and give some properties of this process. As an application, assume d ≥ 2, we prove that the intersection local time of two independent, d−dimensional subfractional Ornstein-Uhlenbeck process,XH and $\tilde{X}^H$, exists in L2 if and only if Hd<2.
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Bu Makaleye Atıf Yap
ZHU, D., SHEN, G., YIN, X. (2022). Intersection local time of subfractional Ornstein-Uhlenbeck processes. Hacettepe Journal of Mathematics and Statistics, Cilt: 44 - Sayı: 4, 975–990. https://ajindex.com/articles/530273