Renormalized self-intersection local time for fractional Brownian motion

Hu, Yaozhong; Nualart, David

dc.contributor.author	Hu, Yaozhong
dc.contributor.author	Nualart, David
dc.date.accessioned	2015-03-11T19:52:18Z
dc.date.available	2015-03-11T19:52:18Z
dc.date.issued	2005-05-06
dc.identifier.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.	en_US
dc.identifier.uri	http://hdl.handle.net/1808/17048
dc.description	This is the published version, also available here: http://dx.doi.org/10.1214/009117905000000017.	en_US
dc.publisher	Institute of Mathematical Statistics	en_US
dc.subject	Fractional Brownian motion	en_US
dc.subject	self-intersection local time	en_US
dc.subject	Wiener chaos development	en_US
dc.subject	renormalization	en_US
dc.subject	central limit theorem	en_US
dc.title	Renormalized self-intersection local time for fractional Brownian motion	en_US
dc.type	Article
kusw.kuauthor	Nualart, David
kusw.kudepartment	Mathematics	en_US
dc.identifier.doi	10.1214/009117905000000017
kusw.oaversion	Scholarly/refereed, publisher version
kusw.oapolicy	This item meets KU Open Access policy criteria.
dc.rights.accessrights	openAccess

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