Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129780 | Statistics & Probability Letters | 2017 | 11 Pages |
Abstract
Let X and XÌ be two mutually independent symmetric stable motions in R1 with respective indices α and αÌ. We show that the intersection local time βt(x) of X and XÌ is differentiable in the spatial variable if α+αÌ>3, and moreover we have that the p-variation of the derivative βtâ²(0) is zero when p>2αâ¨Î±Ìαâ¨Î±Ì+α+αÌâ3.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Litan Yan, Xianye Yu, Ruqing Chen,