On the Weighted Local Time and the Tanaka Formula for the Multidimensional Fractional Brownian Motion (Q5443469): Difference between revisions

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Revision as of 21:18, 5 March 2024

scientific article; zbMATH DE number 5237574
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On the Weighted Local Time and the Tanaka Formula for the Multidimensional Fractional Brownian Motion
scientific article; zbMATH DE number 5237574

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    On the Weighted Local Time and the Tanaka Formula for the Multidimensional Fractional Brownian Motion (English)
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    21 February 2008
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    fractional Brownian motion
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    Itô formula
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    Tanaka formula
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    Skorohod type integral
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    weighted local time
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