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Limit theorem for self-intersection local time derivative of multidimensional fractional Brownian motion - MaRDI portal

Limit theorem for self-intersection local time derivative of multidimensional fractional Brownian motion (Q6592131)

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scientific article; zbMATH DE number 7900841
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English
Limit theorem for self-intersection local time derivative of multidimensional fractional Brownian motion
scientific article; zbMATH DE number 7900841

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    Limit theorem for self-intersection local time derivative of multidimensional fractional Brownian motion (English)
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    24 August 2024
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    fractional Brownian motion
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    self-intersection local time
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    limit theorem
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