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Renormalized self-intersection local time for fractional Brownian motion

Hu, Yaozhong
; 
Nualart, David
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This is the published version, also available here: http://dx.doi.org/10.1214/009117905000000017.
Date
2005-05-06
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Volume Title
Publisher
Institute of Mathematical Statistics
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Mathematics Scholarly Works
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NualartD_AP_33(3)948.pdf
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Keywords
Fractional Brownian motion, self-intersection local time, Wiener chaos development, renormalization, central limit theorem
Citation
Hu, Yaozhong & Nualart, David. "Renormalized self-intersection local time for fractional Brownian motion." Ann. Probab. Volume 33, Number 3 (2005), 948-983. http://dx.doi.org/10.1214/009117905000000017.
URI
https://hdl.handle.net/1808/17048
DOI
10.1214/009117905000000017
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