Xianye Yu

most citedCentral limit theorems for the derivatives of self-intersection local time for

d

-dimensional Brownian motion

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math.PR2024★ 1 cited

Central limit theorems for the derivatives of self-intersection local time for $d$ -dimensional Brownian motion

Xiaoyan Xu, Xianye Yu

Let ${B_{t}, t \geq 0}$ be a d-dimensional Brownian motion. We prove that the approximation of the higher derivative of renormalized self-intersection local time $$ \int_{0}^{1}\int_{…

math.PR2023

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

Qian Yu, Xianye Yu

The existence condition $H < 1/ d$ for first-order derivative of self-intersection local time for $d \geq 3$ dimensional fractional Brownian motion can be obtained in Yu (2021). In this…

Central limit theorems for the derivatives of self-intersection local time for d-dimensional Brownian motion

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

Central limit theorems for the derivatives of self-intersection local time for $d$ -dimensional Brownian motion