Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion (Q730357): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion |
scientific article |
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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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