Regularity of Renormalized Self-intersection Local Time for Fractional Brownian Motion
نویسندگان
چکیده
Let B H t be a d-dimensional fractional Brownian motion with Hurst parameter H ∈ (0, 1). We study the regularity, in the sense of the Malliavin calculus, of the renormalized self-intersection local time ℓ = T 0 t 0 δ 0 (B H t − B H s)dsdt − E T 0 t 0 δ 0 (B H t − B H s)dsdt , where δ 0 is the Dirac delta function.
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تاریخ انتشار 2007