Article ID Journal Published Year Pages File Type
5129736 Statistics & Probability Letters 2017 11 Pages PDF
Abstract

In this paper, we study the fractional smoothness of derivative of self-intersection local times with respect to Brownian motion and fractional Brownian motion, and also consider the case of intersection local times.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Fractional smoothness of derivative of self-intersection local times
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