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

2023/02/13 by Yu, Qian, Yu, Xianye
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2302.06077

Abstract

The existence condition H<1/d for first-order derivative of self-intersection local time for d≥3 dimensional fractional Brownian motion can be obtained in Yu (2021). In this paper, we show a limit theorem under the non-existence critical condition H=1/d.

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