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

Published 31 Jan 2021 in math.PR | (2102.00354v1)

Abstract: We consider the existence and H\"{o}lder continuity conditions for the self-intersection local time of Rosenblatt process. Moreover, we study the cases of intersection local time and collision local time, respectively.

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Authors (3)

  1. Qian Yu 
  2. Guangjun Shen 
  3. Xiuwei Yin 

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