Derivative of self-intersection local time for multidimensional fractional Brownian motion

Qian Yu; Xianye Yu

Derivative of self-intersection local time for multidimensional fractional Brownian motion

Probability 2023-02-14 v1

Authors: Qian Yu , Xianye Yu

Abstract

The existence condition $H<1/d$ for first-order derivative of self-intersection local time for $d\geq3$ dimensional fractional Brownian motion can be obtained in Yu (2021). In this paper, we show a limit theorem under the non-existence critical condition $H=1/d$ .

Keywords

self-intersection local time fractional Brownian motion derivative existence condition critical condition limit theorem

Cite

@article{arxiv.2302.06077,
  title  = {Derivative of self-intersection local time for multidimensional fractional Brownian motion},
  author = {Qian Yu and Xianye Yu},
  journal= {arXiv preprint arXiv:2302.06077},
  year   = {2023}
}

Comments

15 pages. arXiv admin note: substantial text overlap with arXiv:2008.05633

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