The $\frac 43$-variation of the derivative of the self-intersection Brownian local time and related processes

Details The $\frac 43$-variation of the derivative of the self-intersection Brownian local time and related processes The $\frac 43$-variation of the derivative of the self-intersection Brownian local time and related processes

2012-03-07

arxiv.org/abs/1203.1368v1

Mathematics

Probability

19 pages

Scientific paper

In this paper we compute the $\frac 43$-variation of the derivative of the
self-intersection Brownian local time $\gamma_t=\int_0^t \int_0^u \delta
'(B_u-B_s)dsdu\,, t\ge 0$, applying techniques from the theory of fractional
martingales.

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