Weighted Local Time for Fractional Brownian Motion and Applications to Finance (Q4678743): Difference between revisions
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Revision as of 16:52, 5 March 2024
scientific article; zbMATH DE number 2171195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted Local Time for Fractional Brownian Motion and Applications to Finance |
scientific article; zbMATH DE number 2171195 |
Statements
Weighted Local Time for Fractional Brownian Motion and Applications to Finance (English)
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23 May 2005
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Tanaka formula
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fractional white noise
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