Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion
Author:
Funder
Army Research Office
National Sleep Foundation
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference12 articles.
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2. Limit theorems for nonlinear functionals of Volterra processes via white noise analysis;Darses;Bernoulli,2010
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4. Renormalized self-intersection local time for fractional Brownian motion;Hu;Ann. Probab.,2005
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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. Higher-order derivatives of self-intersection local time for linear fractional stable processes;Filomat;2023
4. Derivative of self-intersection local time for the sub-bifractional Brownian motion;AIMS Mathematics;2022
5. Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process;Stochastic Analysis and Applications;2021-09-22
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