Derivative of self-intersection local time for multidimensional fractional Brownian motion

Qian Yu; Xianye Yu

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arXiv · 2302.06077

Derivative of self-intersection local time for multidimensional fractional Brownian motion

Qian Yu·Xianye Yu

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Abstract

The existence condition $H<1/d$ for first-order derivative of self-intersection local time for $d\geq3$ dimensional fractional Brownian motion can be obtained in Yu (2021). In this paper, we show a limit theorem under the non-existence critical condition $H=1/d$.

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Qian Yu, Xianye Yu. 2023-02-13. Derivative of self-intersection local time for multidimensional fractional Brownian motion. https://arxiv.org/abs/2302.06077

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