2 papers
math.PR2025
On the exponential integrability of the derivative of intersection and self-intersection local time for fractional Brownian motion and a limit theorem related to the self-intersection local time for fractional Brownian motion
Kaustav Das, Gregory Markowsky, Binghao Wu +1
We give the correct condition for existence of the -th derivative of the intersection local time for fractional Brownian motion, which was originally discussed in [Guo, J., Hu,…
math.PR2024
On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes
Kaustav Das, Greg Markowsky, Binghao Wu
We show that the derivative of the intersection and self-intersection local times of alpha-stable processes are exponentially integrable for certain parameter values. This includes…