Renormalized self-intersection local time for fractional Brownian motion

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Issue Date
2005-05-06Author
Hu, Yaozhong
Nualart, David
Publisher
Institute of Mathematical Statistics
Type
Article
Article Version
Scholarly/refereed, publisher version
Metadata
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This is the published version, also available here: http://dx.doi.org/10.1214/009117905000000017.
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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.
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