MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS (Q3502800): Difference between revisions

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+MaRDI publication profile
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+math/0703087
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@@ Property / cites work @@
+Identification of the multiscale fractional Brownian motion with biomechanical applications
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+Quadratic variations along irregular subdivisions for Gaussian processes
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+Sub-fractional Brownian motion and its relation to occupation times
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+Tanaka formula for the fractional Brownian motion.
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+Stochastic analysis of the fractional Brownian motion
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+Regularity of the Local Time for the <i>d</i>-dimensional Fractional Brownian Motion with <i>N</i>-parameters
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+\(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
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+The asymptotic behaviour of local times and occupation integrals of the \(N\)-parameter Wiener process in \(\mathbb{R}^ d\)
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+Tanaka formula for multidimensional Brownian motions
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+W2048563274
@@ Property / OpenAlex ID: W2048563274 / rank @@
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+Publication:3502800