Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion (Q457621): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q291793 |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:19, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion |
scientific article |
Statements
Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion (English)
0 references
29 September 2014
0 references
Malliavin calculus
0 references
fractional Clark-Ocone formula
0 references
Knight's theorem
0 references
Tanaka formula
0 references