Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion (Q5024373)

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scientific article; zbMATH DE number 7466730
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Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion
scientific article; zbMATH DE number 7466730

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    Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion (English)
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    31 January 2022
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    self-intersection local time
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    derivatives of self-intersection local time
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    fractional Brownian motion
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    Wiener chaos
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