The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133): Difference between revisions

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The generalized Bouleau-Yor identity for a sub-fractional Brownian motion
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    The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (English)
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    21 March 2014
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    sub-fractional Brownian motion
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    Malliavin calculus
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    local time
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    Itô's formula
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    quadratic covariation
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