Asymptotic properties for \(q\)-th chaotic component of derivative of self-intersection local time of fractional Brownian motion (Q2199309)
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scientific article; zbMATH DE number 7248303
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| English | Asymptotic properties for \(q\)-th chaotic component of derivative of self-intersection local time of fractional Brownian motion |
scientific article; zbMATH DE number 7248303 |
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Asymptotic properties for \(q\)-th chaotic component of derivative of self-intersection local time of fractional Brownian motion (English)
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16 September 2020
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self-intersection local time
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fractional Brownian motion
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Wiener chaos expansion
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central limit theorem
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0.9512362480163574
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0.8302204608917236
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0.8291376829147339
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0.82548987865448
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