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 .
Citation
Guangjun Shen. Dongjin Zhu. Yong Ren. Xueping Ding. "The Local Time of the Fractional Ornstein-Uhlenbeck Process." Abstr. Appl. Anal. 2013 (SI18) 1 - 9, 2013. https://doi.org/10.1155/2013/375480
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