The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 (Q284812): Difference between revisions

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+Stochastic calculus with respect to Gaussian processes
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+Complements on the Hilbert transform and the fractional derivative of Brownian local times
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+The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2
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+Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\)
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