On the Weighted Local Time and the Tanaka Formula for the Multidimensional Fractional Brownian Motion (Q5443469): Difference between revisions
From MaRDI portal
Latest revision as of 17:25, 27 June 2024
scientific article; zbMATH DE number 5237574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Weighted Local Time and the Tanaka Formula for the Multidimensional Fractional Brownian Motion |
scientific article; zbMATH DE number 5237574 |
Statements
On the Weighted Local Time and the Tanaka Formula for the Multidimensional Fractional Brownian Motion (English)
0 references
21 February 2008
0 references
fractional Brownian motion
0 references
Itô formula
0 references
Tanaka formula
0 references
Skorohod type integral
0 references
weighted local time
0 references
0 references
0 references
