Limit Theorem for Self-intersection Local Time Derivative of Multidimensional Fractional Brownian Motion
- Resource Type
- Original Paper
- Authors
- Yu, Qian; Yu, Xianye
- Source
- Journal of Theoretical Probability. 37(3):2054-2075
- Subject
- Self-intersection local time
Fractional Brownian motion
Limit theorem
Primary 60G22
Secondary 60J55
- Language
- English
- ISSN
- 0894-9840
1572-9230
The existence condition H<1/dd≥3H=1/d for first-order derivative of self-intersection local time for H<1/dd≥3H=1/d dimensional fractional Brownian motion was obtained in Yu (J Theoret Probab 34(4):1749–1774, 2021). In this paper, we establish a limit theorem under the nonexistence critical condition H<1/dd≥3H=1/d.