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Renormalization of the local time for the $d$-dimensional fractional Brownian motion with $N$ parameters
Journal article

Renormalization of the local time for the $d$-dimensional fractional Brownian motion with $N$ parameters

M. Eddahbi, R. Lacayo, J. L. Solé, J. Vives and C. A. Tudor
01/01/2007

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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