Geodesic
Renormalized self-intersection local time for sub-bifractional Brownian motion
Filomat, Tome 36 (2022) no. 12, p. 4023

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DOI

Let S H,K = {S H,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 t 0 s 0 δ(S H,K (s) − S H,K (r))drds − E t 0 s 0 δ(S H,K (s) − S H,K (r))drds exists in L 2 , where δ(x) is the Dirac delta function for x ∈ R d .
DOI : 10.2298/FIL2212023K
Classification : 60G22, 60J55
Keywords: Sub-bifractional Brownian motion, self-intersection local time, renormalization 
Nenghui Kuang; Bingquan Liu. Renormalized self-intersection local time for sub-bifractional Brownian motion. Filomat, Tome 36 (2022) no. 12, p. 4023 . doi: 10.2298/FIL2212023K
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     author = {Nenghui Kuang and Bingquan Liu},
     title = {Renormalized self-intersection local time for sub-bifractional {Brownian} motion},
     journal = {Filomat},
     pages = {4023 },
     year = {2022},
     volume = {36},
     number = {12},
     doi = {10.2298/FIL2212023K},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL2212023K/}
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