Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion (Q1984723): Difference between revisions

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-.1016/j.sysconle.2020.104627
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+Stochastic methods
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+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
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+Fractional smoothness of derivative of self-intersection local times
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@@ Property / cites work @@
+On quadratic variation of processes with Gaussian increments
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+Occupation densities
@@ Property / cites work: Occupation densities / rank @@
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+Self-intersection local times and collision local times of bifractional Brownian motions
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+Q5680823
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+Q2916188
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+Self-intersection local time of fractional Brownian motions -- via chaos expansion
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@@ Property / cites work @@
+THE LAW OF A STOCHASTIC INTEGRAL WITH TWO INDEPENDENT BIFRACTIONAL BROWNIAN MOTIONS
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+Q5546246
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+Smoothness of stopping times of diffusion processes
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+Fractional order Sobolev spaces on Wiener space
@@ Property / cites work: Fractional order Sobolev spaces on Wiener space / rank @@
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+.1016/J.SYSCONLE.2020.104627
@@ Property / DOI: 10.1016/J.SYSCONLE.2020.104627 / rank @@
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