Integral representation of renormalized self-intersection local times

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dc.creatorHu, Yaozhong
dc.creatorNualart, David
dc.creatorSong, Jian
dc.date2008-06-23
dc.date.accessioned2026-07-07T09:46:11Z
dc.date.available2026-07-07T09:46:11Z
dc.descriptionIn this paper we apply Clark-Ocone formula to deduce an explicit integral representation for the renormalized self-intersection local time of the $d$% -dimensional fractional Brownian motion with Hurst parameter $H\in (0,1)$. As a consequence, we derive the existence of some exponential moments for this random variable.
dc.identifierhttps://arxiv.org/abs/0806.3706
dc.identifierhttp://arxiv.org/abs/0806.3706
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/163443
dc.subjectProbability
dc.titleIntegral representation of renormalized self-intersection local times
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