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Renormalization Of The Local Time For The d-Dimensional Fractional Brownian Motion With N Parameters
Published online by Cambridge University Press: 11 January 2016
Abstract
We study the asymptotic behavior in Sobolev norm of the local time of the d-dimensional fractional Brownian motion with N-parameters when the space variable tends to zero, both for the fixed time case and when simultaneously time tends to infinity and space variable to zero.
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- Copyright © Editorial Board of Nagoya Mathematical Journal 2007
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