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Renormalized self-intersection local time of bifractional Brownian motion
Zhenlong Chen1, Liheng Sang1,2, Xiaozhen Hao1
11School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, China.
Abstract:
Let be a d-dimensional bifractional Brownian motion with Hurst parameters and . Assuming , we prove that the renormalized self-intersection local time
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