Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion (Q457621): Difference between revisions

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+Stochastic integration with respect to the fractional Brownian motion
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+Hölder properties of local times for fractional Brownian motions
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+On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half
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+Stochastic Calculus for Fractional Brownian Motion and Applications
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+A CLT for the \(L^{2}\) modulus of continuity of Brownian local time
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+Tanaka formula for the fractional Brownian motion.
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+Itô's formula with respect to fractional Brownian motion and its application
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem
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+Weighted Local Time for Fractional Brownian Motion and Applications to Finance
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+The Malliavin Calculus and Related Topics
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+Q4226355
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