Renormalized self-intersection local time for fractional Brownian motion
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Publication:1781172
DOI10.1214/009117905000000017zbMath1093.60017arXivmath/0506592OpenAlexW2166702930MaRDI QIDQ1781172
Publication date: 23 June 2005
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0506592
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Self-similar stochastic processes (60G18) (L^p)-limit theorems (60F25)
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