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

1 citations · 1 across the 2 of their papers we have counts for

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2 papers

math.PR2024

Solutions and stochastic averaging for delay-path-dependent stochastic variational inequalities in infinite dimensions

Ning Ning, Jing Wu, Xiaoyan Xu

In this paper, we study a very general stochastic variational inequality(SVI) having jumps, random coefficients, delay, and path dependence, in infinite dimensions. Well-posedness…

math.PR2024★ 1 cited

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

Xiaoyan Xu, Xianye Yu

Let 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_{…