Limit Theorem for Self-intersection Local Time Derivative of Multidimensional Fractional Brownian Motion

Qian Yu () and Xianye Yu ()
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Qian Yu: Nanjing University of Aeronautics and Astronautics
Xianye Yu: Zhejiang Gongshang University

Journal of Theoretical Probability, 2024, vol. 37, issue 3, 2054-2075

Abstract: Abstract The existence condition $$H

Keywords: Self-intersection local time; Fractional Brownian motion; Limit theorem; Primary 60G22; Secondary 60J55 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10959-023-01300-6

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