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20172026
most citedFunctional limit theorem for the self-intersection local time of the fractional Brownian motion

2 citations · 2 across the 19 of their papers we have counts for

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math.PR2019

Approximation of Fractional Local Times: Zero Energy and Derivatives

Arturo Jaramillo, Ivan Nourdin, Giovanni Peccati

We consider empirical processes associated with high-frequency observations of a fractional Brownian motion (fBm) with Hurst parameter , and derive conditions under…