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

Article ID	Journal	Published Year	Pages	File Type
5130204	Stochastic Processes and their Applications	2017	32 Pages	PDF

Abstract

Let {Bt}tâ¥0 be a fractional Brownian motion with Hurst parameter 23

Keywords

60F05 60G22 Fractional Brownian motion self-intersection local time Central limit theorem Wiener Chaos expansion

Related Topics

Physical Sciences and Engineering Mathematics Mathematics (General)

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

Authors

Arturo Jaramillo, David Nualart,