The frac 43-variation of the derivative of the self-intersection Brownian local time and related processes
classification
🧮 math.PR
keywords
brownianderivativefraclocalself-intersectiontimevariationapplying
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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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