The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133): Difference between revisions
From MaRDI portal
EloiFerrer (talk | contribs) Changed label, description and/or aliases in en, and other parts |
EloiFerrer (talk | contribs) Merged Item from Q2875274 |
||||||||||||||
| aliases / en / 0 | aliases / en / 0 | ||||||||||||||
The Bouleau–Yor identity for a bi-fractional Brownian motion | |||||||||||||||
| description / en | description / en | ||||||||||||||
scientific article; zbMATH DE number 6330207 | |||||||||||||||
| Property / title | |||||||||||||||
The Bouleau–Yor identity for a bi-fractional Brownian motion (English) | |||||||||||||||
| Property / title: The Bouleau–Yor identity for a bi-fractional Brownian motion (English) / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Open document ID | |||||||||||||||
| Property / zbMATH Open document ID: 1319.60083 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / DOI | |||||||||||||||
| Property / DOI: 10.1080/17442508.2013.797424 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / author | |||||||||||||||
| Property / author: Bo Gao / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / author | |||||||||||||||
| Property / author: Jun-Feng Liu / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / published in | |||||||||||||||
| Property / published in: Stochastics / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / publication date | |||||||||||||||
14 August 2014
| |||||||||||||||
| Property / publication date: 14 August 2014 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 60J55 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 60G17 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH DE Number | |||||||||||||||
| Property / zbMATH DE Number: 6330207 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
bi-fractional Brownian motion | |||||||||||||||
| Property / zbMATH Keywords: bi-fractional Brownian motion / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
stochastic integration | |||||||||||||||
| Property / zbMATH Keywords: stochastic integration / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
Itô formula | |||||||||||||||
| Property / zbMATH Keywords: Itô formula / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / OpenAlex ID | |||||||||||||||
| Property / OpenAlex ID: W2031534135 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Revision as of 09:00, 6 May 2024
scientific article; zbMATH DE number 6330207
- The Bouleau–Yor identity for a bi-fractional Brownian motion
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The generalized Bouleau-Yor identity for a sub-fractional Brownian motion |
scientific article; zbMATH DE number 6330207 |
|
Statements
The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (English)
0 references
The Bouleau–Yor identity for a bi-fractional Brownian motion (English)
0 references
21 March 2014
0 references
14 August 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
bi-fractional Brownian motion
0 references
stochastic integration
0 references
Itô formula
0 references
