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

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-.1016/j.spa.2016.06.023
@@ Property / DOI: 10.1016/j.spa.2016.06.023 / rank @@
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@@ Property / OpenAlex ID: W2963999838 / rank @@
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@@ Property / arXiv ID @@
+.07219
@@ Property / arXiv ID: 1512.07219 / rank @@
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@@ Property / cites work @@
+Central limit theorems for non-linear functionals of Gaussian fields
+Normal rank
@@ Property / cites work @@
+Limit theorems for nonlinear functionals of Volterra processes via white noise analysis
+Normal rank
@@ Property / cites work @@
+On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials
+Normal rank
@@ Property / cites work @@
+Renormalized self-intersection local time for fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Central limit theorem for the third moment in space of the Brownian local time increments
+Normal rank
@@ Property / cites work @@
+On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos
+Normal rank
@@ Property / cites work @@
+Central limit theorems for sequences of multiple stochastic integrals
+Normal rank
@@ Property / cites work @@
+Q4662408
@@ Property / cites work: Q4662408 / rank @@
+Normal rank
@@ Property / cites work @@
+Local time and stochastic area integrals
@@ Property / cites work: Local time and stochastic area integrals / rank @@
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@@ Property / cites work @@
+The intersection local time of fractional Brownian motion in the plane
+Normal rank
@@ Property / cites work @@
+Q4662409
@@ Property / cites work: Q4662409 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.SPA.2016.06.023
@@ Property / DOI: 10.1016/J.SPA.2016.06.023 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:730357