Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion (Q1984723): Difference between revisions

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Latest revision as of 16:29, 16 December 2024

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Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion
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    Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion (English)
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    7 April 2020
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    smoothness
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    derivative of self-intersection local time
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    bi-fractional Brownian motion
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    Malliavin calculus
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    independent
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