Derivative of self-intersection local time for multidimensional fractional Brownian motion
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.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.