\(p\)-variation of an integral functional driven by fractional Brownian motion (Q930091): Difference between revisions

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+https://doi.org/10.1016/j.spl.2007.11.008
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+W2089030461
@@ Property / OpenAlex ID: W2089030461 / rank @@
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@@ Property / cites work @@
+Q3658220
@@ Property / cites work: Q3658220 / rank @@
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@@ Property / cites work @@
+An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion
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+Tanaka formula for the fractional Brownian motion.
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+Self-intersection local time of fractional Brownian motions -- via chaos expansion
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+Integral transformations and anticipative calculus for fractional Brownian motions
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+Weighted Local Time for Fractional Brownian Motion and Applications to Finance
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+The Malliavin Calculus and Related Topics
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+Local time and stochastic area integrals
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