The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 (Q284812): Difference between revisions
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Revision as of 19:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 |
scientific article |
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The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 (English)
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18 May 2016
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fractional Brownian motion
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local time
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fractional derivative
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Malliavin calculus
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Cauchy principal value
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