On the local times of fractional Ornstein-Uhlenbeck process (Q2433113): Difference between revisions
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Revision as of 22:48, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the local times of fractional Ornstein-Uhlenbeck process |
scientific article |
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On the local times of fractional Ornstein-Uhlenbeck process (English)
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27 October 2006
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fractional Brownian motion
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fractional Itô integrals
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Itô type formula
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Malliavin derivative
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Lamperti transform
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local times
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