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arXiv · 1203.1368

The $\frac 43$-variation of the derivative of the self-intersection Brownian local time and related processes

Yaozhong Hu·David Nualart·Jian Song
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Abstract

In this paper we compute the $\frac 43$-variation of the derivative of the self-intersection Brownian local time $γ_t=\int_0^t \int_0^u δ'(B_u-B_s)dsdu\,, t\ge 0$, applying techniques from the theory of fractional martingales.

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Yaozhong Hu, David Nualart, Jian Song. 2012-03-07. The $\frac 43$-variation of the derivative of the self-intersection Brownian local time and related processes. https://arxiv.org/abs/1203.1368

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