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Derivative of self-intersection local time for multidimensional fractional Brownian motion - MaRDI portal

Derivative of self-intersection local time for multidimensional fractional Brownian motion

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Publication:6426250

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DOI10.1080/17442508.2015.1019883zbMath1337.60068arXiv2302.06077MaRDI QIDQ6426250

Litan Yan, Xianye Yu

Publication date: 12 February 2023

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18) (L^p)-limit theorems (60F25)

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