The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes (Q471515)

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The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes
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    The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes (English)
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    17 November 2014
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    The main goal of this paper is to give a new proof of a result by \textit{L. C. G. Rogers} and \textit{J. B. Walsh} [Stochastics Stochastics Rep. 51, No. 3--4, 267--291 (1994; Zbl 0851.60077)] on the 4/3 variation of the derivative of the self-intersection local time of a standard one-dimensional Brownian motion at the origin. The authors use techniques from the theory of fractional martingales.
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    Brownian motion
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    \(\beta\)-variation
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    self-intersection local time
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    fractional martingale
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