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most citedRenormalized self-intersection local time for fractional Brownian motion

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math.PR2005★ 141 cited

Renormalized self-intersection local time for fractional Brownian motion

Yaozhong Hu, David Nualart

Let B_t^H be a d-dimensional fractional Brownian motion with Hurst parameter H\in(0,1). Assume d\geq2. We prove that the renormalized self-intersection local time\ell=\int_0^T\int_…

math.PR2004★ 1 cited

Some Processes Associated with Fractional Bessel Processes

Yaozhong Hu, David Nualart

Let $B = {(B_{t}^{1}, ..., B_{t}^{d}), t \geq 0}$ be a $d$ -dimensional fractional Brownian motion with Hurst parameter $H$ and let $R_{t}=% \sqrt{(B_{t}^{1})^{2}+... +(B_{t}^{d})^{2}…