Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion (Q730357): Difference between revisions

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Revision as of 04:54, 13 July 2024

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Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion
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    Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion (English)
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    27 December 2016
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    fractional Brownian motion
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    central limit theorem
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    self-intersection local time
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    Wiener chaos expansion
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