The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos
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Publication:2906158
DOI10.1007/978-3-642-27461-9_6zbMath1248.60093OpenAlexW44974716MaRDI QIDQ2906158
Publication date: 29 August 2012
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-27461-9_6
Related Items (5)
Derivative for the intersection local time of two independent fractional Brownian motions ⋮ On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion ⋮ Approximation of fractional local times: zero energy and derivatives ⋮ Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion ⋮ Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion
Cites Work
- Central limit theorem for the third moment in space of the Brownian local time increments
- The intrinsic local time sheet of Brownian motion
- Local time and stochastic area integrals
- \(p\)-variation of an integral functional driven by fractional Brownian motion
- Renormalization and convergence in law for the derivative of intersection local time in \(\mathbf R^2\)
- Séminaire de probabilités XXI. (Université de Strasbourg, Institut de Mathématiques)
- Renormalized self-intersection local time for fractional Brownian motion
- Chaos expansions and local times
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