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Article: The 4/3 -Variation of the Derivative of the Self-intersection Brownian Local Time and Related Processes

TitleThe 4/3 -Variation of the Derivative of the Self-intersection Brownian Local Time and Related Processes
Authors
Hu, YNualart, DSong, J
KeywordsDerivative Of Self-Intersection Local Time
Fractional Martingale
Self-Intersection Local Time
4/3 -Variation
Issue Date2014
PublisherSpringer New York LLC. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=0894-9840
Citation
Journal Of Theoretical Probability, 2014, v. 27 n. 3, p. 789-825 How to Cite?
DOI: http://dx.doi.org/10.1007/s10959-012-0469-5
AbstractIn this paper, we compute the 4/3 -variation of the derivative of the self-intersection Brownian local time by applying techniques from the theory of fractional martingales (Hu et al. in Ann Probab 37:2404-2430, 2009). © 2012 Springer Science+Business Media New York.
Persistent Identifierhttp://hdl.handle.net/10722/180476
ISSN
0894-9840
2021 Impact Factor: 0.733
2020 SCImago Journal Rankings: 0.671
ISI Accession Number ID
WOS:000340525200004

 

DC FieldValueLanguage
dc.contributor.authorHu, Yen_US
dc.contributor.authorNualart, Den_US
dc.contributor.authorSong, Jen_US
dc.date.accessioned2013-01-28T01:38:32Z-
dc.date.available2013-01-28T01:38:32Z-
dc.date.issued2014en_US
dc.identifier.citationJournal Of Theoretical Probability, 2014, v. 27 n. 3, p. 789-825en_US
dc.identifier.issn0894-9840en_US
dc.identifier.urihttp://hdl.handle.net/10722/180476-
dc.description.abstractIn this paper, we compute the 4/3 -variation of the derivative of the self-intersection Brownian local time by applying techniques from the theory of fractional martingales (Hu et al. in Ann Probab 37:2404-2430, 2009). © 2012 Springer Science+Business Media New York.en_US
dc.languageengen_US
dc.publisherSpringer New York LLC. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=0894-9840en_US
dc.relation.ispartofJournal of Theoretical Probabilityen_US
dc.subjectDerivative Of Self-Intersection Local Timeen_US
dc.subjectFractional Martingaleen_US
dc.subjectSelf-Intersection Local Timeen_US
dc.subject4/3 -Variationen_US
dc.titleThe 4/3 -Variation of the Derivative of the Self-intersection Brownian Local Time and Related Processesen_US
dc.typeArticleen_US
dc.identifier.emailSong, J: txjsong@hku.hken_US
dc.identifier.authoritySong, J=rp01700en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.doi10.1007/s10959-012-0469-5en_US
dc.identifier.scopuseid_2-s2.0-84905726225en_US
dc.identifier.hkuros220388-
dc.identifier.volume27-
dc.identifier.issue3-
dc.identifier.spage789en_US
dc.identifier.epage825en_US
dc.identifier.isiWOS:000340525200004-
dc.publisher.placeUnited Statesen_US
dc.identifier.scopusauthoridHu, Y=7407117772en_US
dc.identifier.scopusauthoridNualart, D=7004476842en_US
dc.identifier.scopusauthoridSong, J=55489918300en_US
dc.customcontrol.immutablecsl 131220-
dc.identifier.issnl0894-9840-

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