AbstractWe show how to renormalize the intersection local time of fractional Brownian motion of index β in the plane, when½< β <¾. Whenβ = ½, i.e., planar Brownian, such a renormalization is due to Varadhan
AbstractThe purpose of this paper is to present in a more or less self-contained way the chief facts...
AbstractLet WH={WH(t),t∈R} be a fractional Brownian motion of Hurst index H∈(0,1) with values in R, ...
International audienceWe study the issue of integration with respect to the non-commutative fraction...
This is the published version, also available here: http://dx.doi.org/10.1214/009117905000000017
AbstractWe show how to renormalize the intersection local time of fractional Brownian motion of inde...
We study the local times of fractional Brownian motions for all temporal dimensions, N, spatial dime...
We study the local times of fractional Brownian motions for all temporal dimensions, N, spatial dime...
AbstractIn this paper, we study the fractional smoothness of local times of general processes starti...
We study the chaos decomposition of self-intersection local times and their regularization, with a p...
AbstractIn this paper we will examine the derivative of intersection local time of Brownian motion a...
AbstractIn this paper we apply Clark–Ocone formula to deduce an explicit integral representation for...
Let {X(t), t∈ℝN} be a fractional Brownian motion in ℝd of index H. If L(0,I) is the local time of X ...
In this work we extend Varadhan’s construction of the Edwards polymer model to the case of fraction...
In R^d, for any dimension d ≥ 1, expansions of self-intersection local times of fractional Brownian ...
AbstractWe establish a Tanaka-like formula relating the local times of r and r + 1 fold self-interse...
AbstractThe purpose of this paper is to present in a more or less self-contained way the chief facts...
AbstractLet WH={WH(t),t∈R} be a fractional Brownian motion of Hurst index H∈(0,1) with values in R, ...
International audienceWe study the issue of integration with respect to the non-commutative fraction...
This is the published version, also available here: http://dx.doi.org/10.1214/009117905000000017
AbstractWe show how to renormalize the intersection local time of fractional Brownian motion of inde...
We study the local times of fractional Brownian motions for all temporal dimensions, N, spatial dime...
We study the local times of fractional Brownian motions for all temporal dimensions, N, spatial dime...
AbstractIn this paper, we study the fractional smoothness of local times of general processes starti...
We study the chaos decomposition of self-intersection local times and their regularization, with a p...
AbstractIn this paper we will examine the derivative of intersection local time of Brownian motion a...
AbstractIn this paper we apply Clark–Ocone formula to deduce an explicit integral representation for...
Let {X(t), t∈ℝN} be a fractional Brownian motion in ℝd of index H. If L(0,I) is the local time of X ...
In this work we extend Varadhan’s construction of the Edwards polymer model to the case of fraction...
In R^d, for any dimension d ≥ 1, expansions of self-intersection local times of fractional Brownian ...
AbstractWe establish a Tanaka-like formula relating the local times of r and r + 1 fold self-interse...
AbstractThe purpose of this paper is to present in a more or less self-contained way the chief facts...
AbstractLet WH={WH(t),t∈R} be a fractional Brownian motion of Hurst index H∈(0,1) with values in R, ...
International audienceWe study the issue of integration with respect to the non-commutative fraction...
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