The Local Time of the Fractional Ornstein-Uhlenbeck Process

Guangjun Shen, Dongjin Zhu, Yong Ren and Xueping Ding

Abstract and Applied Analysis, 2013, vol. 2013, 1-9

Abstract:

We investigate the Hölder regularity of the local time of the fractional Ornstein-Uhlenbeck process . As a related problem, we study the collision local time of two independent fractional Ornstein-Uhlenbeck , with respective indices .

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:375480

DOI: 10.1155/2013/375480

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