In this chapter we present the main results concerning the local time of the fBmand provide its chaos expansion. In addition, we investigate the definition and the properties of the weighted and renormalized self-intersection local time for fBmand present a Meyer Tanaka formula valid for every H ∈(0,1).
The main references for this part are [28], [62], [87], [100], [110], [120], [122], [123] and [177].
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© 2008 Springer-Verlag London Limited
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(2008). Local time for fractional Brownian motion. In: Stochastic Calculus for Fractional Brownian Motion and Applications. Probability and Its Applications. Springer, London. https://doi.org/10.1007/978-1-84628-797-8_10
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DOI: https://doi.org/10.1007/978-1-84628-797-8_10
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