论文标题
分数布朗运动的自我解交的高阶衍生物
Higher order derivative of self-intersection local time for fractional Brownian motion
论文作者
论文摘要
我们考虑了$ k $ th的订单衍生物的存在和Hölder的连续性条件，以$ d $ d $二维的分数布朗尼运动，其中$ k =（k_1，k_2，k_2，\ cdots，k_d）$。此外，我们显示了$ h = \ frac {2} {3} $和$ d = 1 $的关键情况的限制定理，这是Jung and Markowsky（2014）的猜想。
We consider the existence and Hölder continuity conditions for the $k$-th order derivatives of self-intersection local time for $d$-dimensional fractional Brownian motion, where $k=(k_1,k_2,\cdots, k_d)$. Moreover, we show a limit theorem for the critical case with $H=\frac{2}{3}$ and $d=1$, which was conjectured by Jung and Markowsky (2014).
