Higher-Order Derivative of Self-Intersection Local Time for Fractional Brownian Motion

Yu, Q

Yu, Q (corresponding author), Nanjing Univ Aeronaut & Astronaut, Dept Math, Nanjing 210016, Peoples R China.; Yu, Q (corresponding author), East China Normal Univ, Sch Stat, Shanghai 200062, Peoples R China.

JOURNAL OF THEORETICAL PROBABILITY, ; ():

Abstract

We consider the existence and Holder continuity conditions for the k-th-order derivatives of self-intersection local time for d-dimensional fractional......

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