File Download
There are no files associated with this item.
Links for fulltext
(May Require Subscription)
- Publisher Website: 10.1007/s10959-012-0469-5
- Scopus: eid_2-s2.0-84905726225
- WOS: WOS:000340525200004
- Find via
Supplementary
- Citations:
- Appears in Collections:
Article: The 4/3 -Variation of the Derivative of the Self-intersection Brownian Local Time and Related Processes
Title | The 4/3 -Variation of the Derivative of the Self-intersection Brownian Local Time and Related Processes |
---|---|
Authors | |
Keywords | Derivative Of Self-Intersection Local Time Fractional Martingale Self-Intersection Local Time 4/3 -Variation |
Issue Date | 2014 |
Publisher | Springer New York LLC. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=0894-9840 |
Citation | Journal Of Theoretical Probability, 2014, v. 27 n. 3, p. 789-825 How to Cite? |
Abstract | In this paper, we compute the 4/3 -variation of the derivative of the self-intersection Brownian local time by applying techniques from the theory of fractional martingales (Hu et al. in Ann Probab 37:2404-2430, 2009). © 2012 Springer Science+Business Media New York. |
Persistent Identifier | http://hdl.handle.net/10722/180476 |
ISSN | 2023 Impact Factor: 0.8 2023 SCImago Journal Rankings: 0.588 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Hu, Y | en_US |
dc.contributor.author | Nualart, D | en_US |
dc.contributor.author | Song, J | en_US |
dc.date.accessioned | 2013-01-28T01:38:32Z | - |
dc.date.available | 2013-01-28T01:38:32Z | - |
dc.date.issued | 2014 | en_US |
dc.identifier.citation | Journal Of Theoretical Probability, 2014, v. 27 n. 3, p. 789-825 | en_US |
dc.identifier.issn | 0894-9840 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/180476 | - |
dc.description.abstract | In this paper, we compute the 4/3 -variation of the derivative of the self-intersection Brownian local time by applying techniques from the theory of fractional martingales (Hu et al. in Ann Probab 37:2404-2430, 2009). © 2012 Springer Science+Business Media New York. | en_US |
dc.language | eng | en_US |
dc.publisher | Springer New York LLC. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=0894-9840 | en_US |
dc.relation.ispartof | Journal of Theoretical Probability | en_US |
dc.subject | Derivative Of Self-Intersection Local Time | en_US |
dc.subject | Fractional Martingale | en_US |
dc.subject | Self-Intersection Local Time | en_US |
dc.subject | 4/3 -Variation | en_US |
dc.title | The 4/3 -Variation of the Derivative of the Self-intersection Brownian Local Time and Related Processes | en_US |
dc.type | Article | en_US |
dc.identifier.email | Song, J: txjsong@hku.hk | en_US |
dc.identifier.authority | Song, J=rp01700 | en_US |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.doi | 10.1007/s10959-012-0469-5 | en_US |
dc.identifier.scopus | eid_2-s2.0-84905726225 | en_US |
dc.identifier.hkuros | 220388 | - |
dc.identifier.volume | 27 | - |
dc.identifier.issue | 3 | - |
dc.identifier.spage | 789 | en_US |
dc.identifier.epage | 825 | en_US |
dc.identifier.isi | WOS:000340525200004 | - |
dc.publisher.place | United States | en_US |
dc.identifier.scopusauthorid | Hu, Y=7407117772 | en_US |
dc.identifier.scopusauthorid | Nualart, D=7004476842 | en_US |
dc.identifier.scopusauthorid | Song, J=55489918300 | en_US |
dc.customcontrol.immutable | csl 131220 | - |
dc.identifier.issnl | 0894-9840 | - |