Higher-order derivative of self-intersection local time for fractional Brownian motion
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Publication:2664521
DOI10.1007/s10959-021-01093-6zbMath1482.60056arXiv2008.05633OpenAlexW3142015226MaRDI QIDQ2664521
Publication date: 17 November 2021
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.05633
Fractional processes, including fractional Brownian motion (60G22) Local time and additive functionals (60J55)
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Self-intersection local time derivative for systems of non-linear stochastic heat equations, Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion, Asymptotic properties for \(q\)-th chaotic component of derivative of self-intersection local time of fractional Brownian motion
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