Showing 1 - 1 of 1
We show how to renormalize the intersection local time of fractional Brownian motion of index [beta] in the plane, when½< [beta] <¾. When[beta] = ½, i.e., planar Brownian, such a renormalization is due to Varadhan.
Persistent link: https://www.econbiz.de/10005221733