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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2018
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| Materias: | |
| 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 |