On the exponential integrability of the derivative of intersection and self-intersection local time for fractional Brownian motion and a limit theorem related to the self-intersection local time for fractional Brownian motion

Fuente: arXiv

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Bibliographic Details
Main Authors:	Das, Kaustav, Markowsky, Gregory, Wu, Binghao, Yu, Qian
Format:	Preprint
Published:	2025
Subjects:	Probability 60J55, 60G22
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2510.00456