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

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Local time and additive functionals (60J55)

Cites Work

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On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion
Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion
\(p\)-variation of an integral functional driven by fractional Brownian motion
Renormalization and convergence in law for the derivative of intersection local time in \(\mathbf R^2\)
Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\)
Brownian and fractional Brownian stochastic currents via Malliavin calculus
The intersection local time of fractional Brownian motion in the plane
Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
Self-intersection local time of fractional Brownian motions -- via chaos expansion
Functional limit theorem for the self-intersection local time of the fractional Brownian motion
Renormalized self-intersection local time for fractional Brownian motion
Higher-order derivative of intersection local time for two independent fractional Brownian motions
Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative
Higher-order derivative of self-intersection local time for fractional Brownian motion
Analysis on Gaussian spaces
The Malliavin Calculus and Related Topics
Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion

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