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Derivative of self-intersection local time for multidimensional fractional Brownian motion
Published 13 Feb 2023 in math.PR | (2302.06077v1)
Abstract: The existence condition $H<1/d$ for first-order derivative of self-intersection local time for $d\geq3$ dimensional fractional Brownian motion can be obtained in Yu (2021). In this paper, we show a limit theorem under the non-existence critical condition $H=1/d$.
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