CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS (Q4796580): Difference between revisions

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-Q208046
@@ Property / author: Q208046 / rank @@
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@@ Property / author @@
-Bernt Øksendal
@@ Property / author: Bernt Øksendal / rank @@
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@@ Property / author @@
+Yaozhong Hu
@@ Property / author: Yaozhong Hu / rank @@
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@@ Property / author @@
+Bernt Øksendal
@@ Property / author: Bernt Øksendal / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2
+Normal rank
@@ Property / cites work @@
+A remark on non-smoothness of the self-intersection local time of planar Brownian motion
+Normal rank
@@ Property / cites work @@
+Using the Donsker delta function to compute hedging strategies
+Normal rank
@@ Property / cites work @@
+Self-intersections and local nondeterminism of Gaussian processes
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@@ Property / cites work @@
+Q5680823
@@ Property / cites work: Q5680823 / rank @@
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@@ Property / cites work @@
+Local nondeterminism and local times of Gaussian processes
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion I. Theory
+Normal rank
@@ Property / cites work @@
+Q3138639
@@ Property / cites work: Q3138639 / rank @@
+Normal rank
@@ Property / cites work @@
+On the self-intersection local time of Brownian motion -- via chaos expansion
+Normal rank
@@ Property / cites work @@
+Itô-Wiener chaos expansion with exact residual and correlation, variance inequalities
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Q5587587
@@ Property / cites work: Q5587587 / rank @@
+Normal rank
@@ Property / cites work @@
+Chaos expansions and local times
@@ Property / cites work: Chaos expansions and local times / rank @@
+Normal rank
@@ Property / cites work @@
+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations
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@@ Property / cites work @@
+The intersection local time of fractional Brownian motion in the plane
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@@ Property / full work available at URL @@
+https://doi.org/10.1081/sap-120006109
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@@ Property / OpenAlex ID @@
+W1967108341
@@ Property / OpenAlex ID: W1967108341 / rank @@
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