Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion (Q730357): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 02:04, 5 March 2024
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 |
Statements
Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion (English)
0 references
27 December 2016
0 references
fractional Brownian motion
0 references
central limit theorem
0 references
self-intersection local time
0 references
Wiener chaos expansion
0 references
