Higher-order derivative of self-intersection local time for fractional Brownian motion (Q2664521): Difference between revisions

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-.1007/s10959-021-01093-6
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+Higher-order derivative of intersection local time for two independent fractional Brownian motions
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+Derivatives of local times for some Gaussian fields
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+Self-intersection local time of fractional Brownian motions -- via chaos expansion
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+Renormalized self-intersection local time for fractional Brownian motion
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+Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion
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+Functional limit theorem for the self-intersection local time of the fractional Brownian motion
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+On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion
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+Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative
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+Renormalization and convergence in law for the derivative of intersection local time in \(\mathbf R^2\)
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+Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes
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+The intersection local time of fractional Brownian motion in the plane
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+Q4662409
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+Limit theorems for functionals of two independent Gaussian processes
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+Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
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+\(p\)-variation of an integral functional driven by fractional Brownian motion
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+Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\)
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+Derivative for self-intersection local time of multidimensional fractional Brownian motion
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+.1007/S10959-021-01093-6
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+Normal rank