Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion

Arturo Jaramillo and David Nualart

Stochastic Processes and their Applications, 2017, vol. 127, issue 2, 669-700

Abstract: Let {Bt}t≥0 be a fractional Brownian motion with Hurst parameter 23Keywords: Fractional Brownian motion; Self-intersection local time; Wiener chaos expansion; Central limit theorem (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.spa.2016.06.023

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