%0 Journal Article
%T Integral representation of renormalized self-intersection local times
%A Yaozhong Hu
%A David Nualart
%A Jian Song
%J Mathematics
%D 2008
%I arXiv
%X In this paper we apply Clark-Ocone formula to deduce an explicit integral representation for the renormalized self-intersection local time of the $d$% -dimensional fractional Brownian motion with Hurst parameter $H\in (0,1)$. As a consequence, we derive the existence of some exponential moments for this random variable.
%U http://arxiv.org/abs/0806.3706v1