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Renormalized self-intersection local time for fractional Brownian motion

dc.contributor.authorHu, Yaozhong
dc.contributor.authorNualart, David
dc.date.accessioned2015-03-11T19:52:18Z
dc.date.available2015-03-11T19:52:18Z
dc.date.issued2005-05-06
dc.identifier.citationHu, 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.urihttp://hdl.handle.net/1808/17048
dc.descriptionThis is the published version, also available here: http://dx.doi.org/10.1214/009117905000000017.en_US
dc.publisherInstitute of Mathematical Statisticsen_US
dc.subjectFractional Brownian motionen_US
dc.subjectself-intersection local timeen_US
dc.subjectWiener chaos developmenten_US
dc.subjectrenormalizationen_US
dc.subjectcentral limit theoremen_US
dc.titleRenormalized self-intersection local time for fractional Brownian motionen_US
dc.typeArticle
kusw.kuauthorNualart, David
kusw.kudepartmentMathematicsen_US
dc.identifier.doi10.1214/009117905000000017
kusw.oaversionScholarly/refereed, publisher version
kusw.oapolicyThis item meets KU Open Access policy criteria.
dc.rights.accessrightsopenAccess


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