Self-intersection local time of fractional Brownian motions -- via chaos expansion
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Publication:1612773
DOI10.1215/kjm/1250517630zbMath1008.60091OpenAlexW1594313828MaRDI QIDQ1612773
Publication date: 28 March 2003
Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/kjm/1250517630
Brownian motion (60J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Local time and additive functionals (60J55)
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