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Mathematics  2012 

The $\frac 43$-variation of the derivative of the self-intersection Brownian local time and related processes

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Abstract:

In this paper we compute the $\frac 43$-variation of the derivative of the self-intersection Brownian local time $\gamma_t=\int_0^t \int_0^u \delta '(B_u-B_s)dsdu\,, t\ge 0$, applying techniques from the theory of fractional martingales.

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