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• W3109780771 abstract "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." @default.
• W3109780771 created "2020-12-07" @default.
• W3109780771 creator A5008962573 @default.
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• W3109780771 date "2021-03-05" @default.
• W3109780771 modified "2023-09-27" @default.
• W3109780771 title "Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion" @default.
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• W3109780771 doi "https://doi.org/10.1080/07362994.2021.1893189" @default.
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