Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion
Author:
Affiliation:
1. School of Mathematics, Monash University, Clayton, Victoria, Australia
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/07362994.2021.1893189
Reference49 articles.
1. Yu, Q. (2020). Higher order derivative of self-intersection local time for fractional Brownian motion. arXiv preprint arXiv:2008.05633.
2. Varadhan, S. (1969). Appendix to Euclidean Quantum Field Theory by K. Symanzik. Local Quantum Theory. Reading, MA: Academic Press, vol. 1, pp. 219–226.
3. Renormalized self-intersection local time for fractional Brownian motion
4. The statistical mechanics of polymers with excluded volume
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1. Limit Theorem for Self-intersection Local Time Derivative of Multidimensional Fractional Brownian Motion;Journal of Theoretical Probability;2023-11-09
2. Self-intersection local time derivative for systems of non-linear stochastic heat equations;Journal of Mathematical Physics;2023-05-01
3. Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process;Stochastic Analysis and Applications;2021-09-22
4. Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion;Communications in Statistics - Theory and Methods;2021-09-15
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