Renormalized self-intersection local time of bifractional Brownian motion

Let [Formula: see text] be a d-dimensional bifractional Brownian motion with Hurst parameters [Formula: see text] and [Formula: see text] . Assuming [Formula: see text] , we prove that the renormalized self-intersection local time [Formula: see text] exists in [Formula: see text] if and only if [For...

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Detalles Bibliográficos
Autores principales: Chen, Zhenlong, Sang, Liheng, Hao, Xiaozhen
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2018
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6267408/
https://www.ncbi.nlm.nih.gov/pubmed/30839860
http://dx.doi.org/10.1186/s13660-018-1916-3

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6267408/
https://www.ncbi.nlm.nih.gov/pubmed/30839860
http://dx.doi.org/10.1186/s13660-018-1916-3

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