The quadratic covariation for a weighted fractional Brownian motion (Q5268388): Difference between revisions

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scientific article; zbMATH DE number 6733302
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The quadratic covariation for a weighted fractional Brownian motion
scientific article; zbMATH DE number 6733302

    Statements

    The quadratic covariation for a weighted fractional Brownian motion (English)
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    20 June 2017
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    weighted fractional Brownian motion
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    local time
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    Malliavin calculus
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    quadratic covariation
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    Itô formula
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