activity
20182021
most citedExistence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion

7 citations · 10 across the 4 of their papers we have counts for

collaborators
Showing 2020 · math.PRShow all

1 paper · 2 filters

math.PR2020★ 7 cited

Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion

Kaustav Das, Greg Markowsky

In a recent paper by Yu (arXiv:2008.05633, 2020), higher order derivatives of self-intersection local time of fractional Brownian motion were defined, and existence over certain re…