Local times for multifractional Brownian motion in higher dimensions: A white noise approach (Q2956589): Difference between revisions

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+Stochastic integration with respect to the fractional Brownian motion
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+Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times
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+An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
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+Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method
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+Stochastic Calculus for Fractional Brownian Motion and Applications
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+Q4496048
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+Intersection local times as generalized white noise functionals
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+Intersection local times of fractional Brownian motions with $H\in(0,1)$ as generalized white noise functionals
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+Self-avoiding fractional Brownian motion -- the Edwards model
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+Regularity of renormalized self-intersection local time for fractional Brownian motion
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+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
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+Q4881598
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+Quantum mechanical propagators in terms of Hida distributions
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+White noise-based stochastic calculus with respect to multifractional Brownian motion
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+Stochastic calculus for fractional Brownian motion and related processes.
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+Stochastic calculus with respect to fractional Brownian motion
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+White noise calculus and Fock space
@@ Property / cites work: White noise calculus and Fock space / rank @@
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+Q4066072
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+Publication:2956589