The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133): Difference between revisions

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+The Bouleau–Yor identity for a bi-fractional Brownian motion
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-scientific article
+scientific article; zbMATH DE number 6330207
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+The Bouleau–Yor identity for a bi-fractional Brownian motion (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.60083
@@ Property / zbMATH Open document ID: 1319.60083 / rank @@
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@@ Property / DOI @@
+.1080/17442508.2013.797424
@@ Property / DOI: 10.1080/17442508.2013.797424 / rank @@
+Normal rank
@@ Property / author @@
+Bo Gao
@@ Property / author: Bo Gao / rank @@
+Normal rank
@@ Property / author @@
+Jun-Feng Liu
@@ Property / author: Jun-Feng Liu / rank @@
+Normal rank
@@ Property / published in @@
+Stochastics
@@ Property / published in: Stochastics / rank @@
+Normal rank
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+August 2014Timestamp +2014-08-14T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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++2014-08-14T00:00:00Z
-Timezone
++00:00
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+Gregorian
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+day
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@@ Property / publication date: 14 August 2014 / rank @@
+Normal rank
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+J55
@@ Property / Mathematics Subject Classification ID: 60J55 / rank @@
+Normal rank
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+G17
@@ Property / Mathematics Subject Classification ID: 60G17 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6330207
@@ Property / zbMATH DE Number: 6330207 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+bi-fractional Brownian motion
@@ Property / zbMATH Keywords: bi-fractional Brownian motion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic integration
@@ Property / zbMATH Keywords: stochastic integration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Itô formula
@@ Property / zbMATH Keywords: Itô formula / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3105980432
@@ Property / OpenAlex ID: W3105980432 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2031534135
@@ Property / OpenAlex ID: W2031534135 / rank @@
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@@ Property / arXiv ID @@
+.6347
@@ Property / arXiv ID: 1212.6347 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with respect to Gaussian processes
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+On Itô's formula for elliptic diffusion processes
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+Stochastic Calculus for Fractional Brownian Motion and Applications
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+Sub-fractional Brownian motion and its relation to occupation times
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+Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
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+Q3933721
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+Integration with respect to local time
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+Generalized Itǒ Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times
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+Quadratic covariation and an extension of Itô's formula
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+Local time rough path for Lévy processes
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+Approximation at first and second order of {\(m\)}-order integrals of the fractional {B}rownian motion and of certain semimartingales
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+Milstein's type schemes for fractional SDEs
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+Occupation densities
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+Integral transformations and anticipative calculus for fractional Brownian motions
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+CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS
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+Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
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+Stochastic calculus for fractional Brownian motion and related processes.
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+Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion
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+The Malliavin Calculus and Related Topics
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+A change-of-variable formula with local time on curves
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+Local time and stochastic area integrals
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+Ito formula for \(C^ 1\)-functions of semimartingales
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+Q3141895
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+Remarks on sub-fractional Bessel processes
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+Remarks on an integral functional driven by sub-fractional Brownian motion
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+Q3629282
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+Normal rank
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+Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\)
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+On the collision local time of sub-fractional Brownian motions
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+Q2787467
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+Some remarks on local time-space calculus
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+Local time-space stochastic calculus for Lévy processes
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+MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS
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+Self-intersection local times and collision local times of bifractional Brownian motions
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+Wiener integrals, Malliavin calculus and covariance measure structure
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+A decomposition of the bifractional Brownian motion and some applications
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+On bifractional Brownian motion
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+Stochastic calculus with respect to continuous finite quadratic variation processes
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+Elements of Stochastic Calculus via Regularization
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+Smoothness for the collision local times of bifractional Brownian motions
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+Sample path properties of bifractional Brownian motion
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+ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS
+Normal rank

Latest revision as of 22:13, 8 July 2024

scientific article; zbMATH DE number 6330207

The Bouleau–Yor identity for a bi-fractional Brownian motion

Language	Label	Description	Also known as
English	The generalized Bouleau-Yor identity for a sub-fractional Brownian motion	scientific article; zbMATH DE number 6330207	The Bouleau–Yor identity for a bi-fractional Brownian motion