Abstract
We consider existence and the Hölder continuity condition in the spatial variable for the derivative of multiple self-intersection local time for fractional Brownian motion. Moreover, under the existence condition, we study its smoothness in the sense of Meyer–Watanabe.
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Acknowledgements
This work was financed by the National Natural Science Foundation of China [71961013]; the “Double first class” Scientific Research Key Project of Gansu Provincial Department of Education [GSSYLXM-06]; and the Doctoral Research Innovation Project of Lanzhou University of Finance and Economics [2021D03].
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Guo, J., Zhang, C. & Ma, A. Derivative of Multiple Self-intersection Local Time for Fractional Brownian Motion. J Theor Probab 37, 623–641 (2024). https://doi.org/10.1007/s10959-023-01265-6
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DOI: https://doi.org/10.1007/s10959-023-01265-6