Derivative of self-intersection local time for multidimensional fractional Brownian motion

Abstract

The existence condition $H<1/d$ for first-order derivative of self-intersection local time for $d\ge 3$ dimensional fractional Brownian motion can be obtained in Yu (2021). In this paper, we show a limit theorem under the non-existence critical condition $H=1/d$.

15 pages. arXiv admin note: substantial text overlap with arXiv:2008.05633