  In this paper we construct a Markov process which has as invariant measure
the fractional Edwards measure based on a $d$-dimensional fractional Brownian
motion, with Hurst index $H$ in the case of $Hd=1$. We use the theory of
classical Dirichlet forms. However since the corresponding self-intersection
local time of fractional Brownian motion is not Meyer-Watanabe differentiable
in this case, we show the closability of the form via quasi translation
invariance of the fractional Edwards measure along shifts in the corresponding
fractional Cameron-Martin space.
