The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 07:11, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The generalized Bouleau-Yor identity for a sub-fractional Brownian motion |
scientific article |
Statements
The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (English)
0 references
21 March 2014
0 references
sub-fractional Brownian motion
0 references
Malliavin calculus
0 references
local time
0 references
Itô's formula
0 references
quadratic covariation
0 references
