

























In this article, we obtain sharp conditions for the existence of the high order derivatives ($k$-th order) of intersection local time $ \widehatα^{(k)}(0)$ of two independent d-dimensional fractional Brownian motions $B^{H_1}_t$ and $\widetilde{B}^{H_2}_s$ with Hurst parameters $H_1$ and $H_2$, respectively. We also study their exponential integrability.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。