Cover Image

Asymptotic Properties of the Derivative of Self-Intersection Local Time of Multidimensional Fractional Brownian Motion

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Gu, Jiazhen, Jiang, Jinchi, Yu, Qian
Format:	Preprint
Published:	2025
Subjects:	Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Strong solutions to SDEs with singular drifts driven by fractional Brownian motions
by: Gu, Jiazhen, et al.
Published: (2026)

Local Asymptotic Normality for Mixed Fractional Brownian Motion Under High-Frequency Observation
by: Cai, Chunhao, et al.
Published: (2026)

Fractional Brownian Motion with Negative Hurst Exponent
by: Meerson, Baruch, et al.
Published: (2025)

Persistence Probability of Fractional Brownian Motion with Random Hurst Exponent
by: Aurzada, Frank, et al.
Published: (2026)

Hitting Probabilities for Hypoelliptic Differential Equations Driven by Fractional Brownian Motion
by: Geng, Xi, et al.
Published: (2025)

Functional Stochastic Differential Equations with Positivity Constraints Driven by Fractional Brownian Motion
by: Monir, Chadad
Published: (2024)

Neural Brownian Motion
by: Qi, Qian
Published: (2025)

Multidimensional Brownian risk models with random trend
by: Popivoda, Goran, et al.
Published: (2024)

On Approximate Representation of Fractional Brownian Motion
by: Rybakov, Konstantin A.
Published: (2025)

Maximum Principle for Control System driven by Mixed Fractional Brownian Motion
by: Li, Yuhang, et al.
Published: (2023)

Weighted Sub-fractional Brownian Motion Process: Properties and Generalizations
by: Hermenegildo, Ramirez-Gonzalez Jose, et al.
Published: (2024)

Towards a Mathematical Theory of Adaptive Memory: From Time-Varying to Responsive Fractional Brownian Motion
by: Jiang, Jiahao
Published: (2025)

Asymptotic Product-form Steady-state Distribution for Semimartingale Reflecting Brownian Motion in Multi-scaling Regime
by: Guang, Jin, et al.
Published: (2025)

Rough Path Renormalization from Stratonovich to Itô for Fractional Brownian Motion
by: Qian, Zhongmin, et al.
Published: (2018)

Spectral Representation and Simulation of Fractional Brownian Motion
by: Rybakov, Konstantin A.
Published: (2024)

Stopping Times in the Filtration of a Brownian Motion Stopped at its Last Passage Time
by: Louriki, Mohammed
Published: (2026)

Fractional Ito Calculus for Randomly Scaled Fractional Brownian Motion and its Applications to Evolution Equations
by: Butko, Yana A., et al.
Published: (2024)

Fractional Boundary Value Problems and Elastic Sticky Brownian Motions, I: The half line
by: D'Ovidio, Mirko
Published: (2024)

A Quasi-sure Non-degeneracy Property for the Brownian Rough Path
by: Boedihardjo, Horatio, et al.
Published: (2016)

Critical Drift for Brownian Bees and a Reflected Brownian Motion Invariance Principle
by: Mercer, Jacob
Published: (2024)

Long-Time Asymptotics for Subordinated Fractional Diffusion Equations
by: Majdoub, Mohamed, et al.
Published: (2025)

Wasserstein Asymptotics for Brownian Motion on the Flat Torus and Brownian Interlacements
by: Mariani, Mauro, et al.
Published: (2023)

Parameter Estimation for Complex α-Fractional Brownian Bridge
by: Chen, Yong, et al.
Published: (2026)

Asymptotic behaviors of subcritical branching killed Brownian motion with drift
by: Hou, Haojie, et al.
Published: (2024)

Almost Periodic and Periodic Solutions of Differential Equations Driven by the Fractional Brownian Motion with Statistical Application
by: Marie, Nicolas, et al.
Published: (2020)

Limit Theorems for the Dynamical Foundation of the Fractional Brownian Motion and Related Models of Anomalous Diffusion with Random Diffusion Coefficient and Time-Dependent Random Hurst parameter
by: Bender, Christian, et al.
Published: (2024)

From boundary random walks to Feller's Brownian Motions
by: Li, Liping, et al.
Published: (2025)

Hitting probability for Reflected Brownian Motion at Small Target
by: Fan, Yuchen
Published: (2024)

Distributional and Extremal Behaviour of Brownian Motion with Exponential Resetting
by: Dębicki, Krzysztof, et al.
Published: (2026)

Applications of optimal transport to Dyson Brownian Motions and beyond
by: Wu, Xuan
Published: (2024)

Error Distribution for One-Dimensional Stochastic Differential Equation Driven By Fractional Brownian Motion
by: Ueda, Kento
Published: (2023)

Stochastic Currents of Fractional Brownian Motion: Existence and Regularity
by: Grothaus, Martin, et al.
Published: (2024)

Exponential Euler method for stiff SDEs driven by fractional Brownian motion
by: Chen, Haozhe, et al.
Published: (2024)

Asymptotics for the Green's functions of a transient reflected Brownian motion in a wedge
by: Franceschi, Sandro, et al.
Published: (2023)

An estimation of Fisher information bound for distribution-dependent SDEs driven by fractional Brownian motion with small noise
by: Liu, Tongxuan, et al.
Published: (2025)

Asymptotics of the overlap distribution of branching Brownian motion at high temperature
by: Chataignier, Louis, et al.
Published: (2024)

Fractional derivatives of local times for some Gaussian processes
by: Hong, Minhao, et al.
Published: (2024)

A simpler path to Ergodic Theorems for the Frontier of Branching Brownian Motion
by: Flath, Gabriel
Published: (2025)

The Most General Brownian Motion on the Line and on Two Closed Half-Lines
by: Erhard, Dirk, et al.
Published: (2025)

Martin boundary of a degenerate Reflected Brownian Motion in a wedge
by: Petit, Maxence
Published: (2024)