On the radius of self-repellent fractional Brownian motion

Le Chen, Sefika Kuzgun, Carl Mueller +1

We study the radius $R_T$ of a self-repellent fractional Brownian motion ${\left\{B_t^H\right\}}_{0\le t\le T}$ taking values in ${\mathbb{R}}^d$. Our sharpest result is for $d=1$, whe…