Dongjin ZHU, Guangjun SHEN, Xiuwei YIN

Intersection local time of subfractional Ornstein-Uhlenbeck processes

Hacettepe Journal of Mathematics and Statistics

2015-Cilt: 44 - Sayı: 4

975-990

subfractional Brownian motion, Ornstein-Uhlenbeck process, intersection local time

97 125