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...

Descripción completa

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
_version_ 1783376068602757120
author Chen, Zhenlong
Sang, Liheng
Hao, Xiaozhen
author_facet Chen, Zhenlong
Sang, Liheng
Hao, Xiaozhen
author_sort Chen, Zhenlong
collection PubMed
description 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 [Formula: see text] , where δ denotes the Dirac delta function. Our work generalizes the result of the renormalized self-intersection local time for fractional Brownian motion.
format Online
Article
Text
id pubmed-6267408
institution National Center for Biotechnology Information
language English
publishDate 2018
publisher Springer International Publishing
record_format MEDLINE/PubMed
spelling pubmed-62674082018-12-11 Renormalized self-intersection local time of bifractional Brownian motion Chen, Zhenlong Sang, Liheng Hao, Xiaozhen J Inequal Appl Research 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 [Formula: see text] , where δ denotes the Dirac delta function. Our work generalizes the result of the renormalized self-intersection local time for fractional Brownian motion. Springer International Publishing 2018-11-23 2018 /pmc/articles/PMC6267408/ /pubmed/30839860 http://dx.doi.org/10.1186/s13660-018-1916-3 Text en © The Author(s) 2018 Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
spellingShingle Research
Chen, Zhenlong
Sang, Liheng
Hao, Xiaozhen
Renormalized self-intersection local time of bifractional Brownian motion
title Renormalized self-intersection local time of bifractional Brownian motion
title_full Renormalized self-intersection local time of bifractional Brownian motion
title_fullStr Renormalized self-intersection local time of bifractional Brownian motion
title_full_unstemmed Renormalized self-intersection local time of bifractional Brownian motion
title_short Renormalized self-intersection local time of bifractional Brownian motion
title_sort renormalized self-intersection local time of bifractional brownian motion
topic Research
url 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
work_keys_str_mv AT chenzhenlong renormalizedselfintersectionlocaltimeofbifractionalbrownianmotion
AT sangliheng renormalizedselfintersectionlocaltimeofbifractionalbrownianmotion
AT haoxiaozhen renormalizedselfintersectionlocaltimeofbifractionalbrownianmotion

Ejemplares similares