Renormalized self-intersection local time of bifractional Brownian motion
Abstract Let BH,K={BH,K(t),t≥0} $B^{H,K}=\{B^{H,K}(t), t \geq 0\}$ be a d-dimensional bifractional Brownian motion with Hurst parameters H∈(0,1) $H\in (0,1)$ and K∈(0,1] $K\in (0,1]$. Assuming d≥2 $d\geq 2$, we prove that the renormalized self-intersection local time ∫0T∫0tδ(BH,K(t)−BH,K(s))dsdt−E(∫...
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| Autori principali: | , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
SpringerOpen
2018-11-01
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| Serie: | Journal of Inequalities and Applications |
| Soggetti: | |
| Accesso online: | http://link.springer.com/article/10.1186/s13660-018-1916-3 |
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