Regularity of renormalized self-intersection local time for fractional Brownian motion.

Yaozhong Hu David Nualart

Published in: Commun. Inf. Syst. (2007)

Keyphrases

fractional brownian motion
long range
non stationary
fractal dimension
long range dependence
financial markets
random fields
stochastic differential equations
image segmentation
bayesian networks
multiresolution
em algorithm
conditional random fields