Renormalized self-intersection local time for sub-bifractional Brownian motion
نویسندگان
چکیده
Let SH,K = {SH,K(t), t ? 0} be a d?dimensional sub-bifractional Brownian motion with indices H (0, 1) and K (0,1]. Assuming d 2, as HKd < 1, we mainly prove that the renormalized self-intersection local time t0 s0 ?(SH,K(s) SH,K(r))drds E [?t0 ?s0 SH,K(r))drds] exists in L2, where ?(x) is Dirac delta function for x Rd.
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ژورنال
عنوان ژورنال: Filomat
سال: 2022
ISSN: ['2406-0933', '0354-5180']
DOI: https://doi.org/10.2298/fil2212023k