论文标题
分数布朗运动本地时间的高阶衍生品的存在,重新规范化和规律性特性
Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion
论文作者
论文摘要
在YU最近的一篇论文(Arxiv:2008.05633,2020)中,定义了分数Brownian Motion本地时间的自我分解的高阶衍生物,并证明了Hurst参数$ H $的某些地区的存在。利用Wiener混乱的扩展,我们提供了Yu结果的新证明,并展示了如何使用Varadhan型重质化来扩展偶数衍生物的收敛范围。
In a recent paper by Yu (arXiv:2008.05633, 2020), higher order derivatives of self-intersection local time of fractional Brownian motion were defined, and existence over certain regions of the Hurst parameter $H$ was proved. Utilizing the Wiener chaos expansion, we provide new proofs of Yu's results, and show how a Varadhan-type renormalization can be used to extend the range of convergence for the even derivatives.