Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion

DOI10.1080/07362994.2021.1893189zbMath1480.60101arXiv2011.13627OpenAlexW3109780771MaRDI QIDQ5024373

Greg Markowsky, Kaustav Das

Publication date: 31 January 2022

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.13627

zbMATH Keywords

fractional Brownian motionWiener chaosself-intersection local timederivatives of self-intersection local time

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

Related Items (3)

Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process ⋮ 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

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