Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion (Q457621): Difference between revisions

@@ Property / author @@
-Chao Chen
@@ Property / author: Chao Chen / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jkss.2012.01.008
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@@ Property / OpenAlex ID @@
+W2046702178
@@ Property / OpenAlex ID: W2046702178 / rank @@
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@@ Property / cites work @@
+Stochastic integration with respect to the fractional Brownian motion
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@@ Property / cites work @@
+Hölder properties of local times for fractional Brownian motions
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@@ Property / cites work @@
+On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half
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@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
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@@ Property / cites work @@
+A CLT for the \(L^{2}\) modulus of continuity of Brownian local time
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@@ Property / cites work @@
+Tanaka formula for the fractional Brownian motion.
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@@ Property / cites work @@
+Itô's formula with respect to fractional Brownian motion and its application
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@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion I. Theory
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@@ Property / cites work @@
+Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem
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@@ Property / cites work @@
+Weighted Local Time for Fractional Brownian Motion and Applications to Finance
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@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
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@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
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