The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes (Q471515)

The main goal of this paper is to give a new proof of a result by \textit{L. C. G. Rogers} and \textit{J. B. Walsh} [Stochastics Stochastics Rep. 51, No. 3--4, 267--291 (1994; Zbl 0851.60077)] on the 4/3 variation of the derivative of the self-intersection local time of a standard one-dimensional Brownian motion at the origin. The authors use techniques from the theory of fractional martingales.