Renormalized self-intersection local time for fractional Brownian motion

Annals of Probability

Volumn 33, Issue 3, 2005, Pages 948-983

  Hu, Yaozhong ^a   Nualart, David ^b  

^a UNIVERSITY OF KANSAS   (United States)

^b UNIVERSITY OF BARCELONA   (Spain)

Author keywords

Central limit theorem; Fractional Brownian motion; Renormalization; Self intersection local time; Wiener chaos development

Indexed keywords

EID: 18844415891     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117905000000017     Document Type: Article

References (16)

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