The intersection local time of fractional Brownian motion in the plane

Jay Rosen

Journal of Multivariate Analysis, 1987, vol. 23, issue 1, 37-46

Abstract: We show how to renormalize the intersection local time of fractional Brownian motion of index [beta] in the plane, when½

Keywords: fractional; Brownian; motion; intersection; local; time; renormalization (search for similar items in EconPapers)
Date: 1987
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Citations: View citations in EconPapers (12)

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