\(p\)-variation of an integral functional driven by fractional Brownian motion (Q930091): Difference between revisions

@@ Property / cites work @@
+Q3658220
@@ Property / cites work: Q3658220 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Tanaka formula for the fractional Brownian motion.
+Normal rank
@@ Property / cites work @@
+Self-intersection local time of fractional Brownian motions -- via chaos expansion
+Normal rank
@@ Property / cites work @@
+Integral transformations and anticipative calculus for fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Renormalized self-intersection local time for fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
+Normal rank
@@ Property / cites work @@
+Weighted Local Time for Fractional Brownian Motion and Applications to Finance
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Local time and stochastic area integrals
@@ Property / cites work: Local time and stochastic area integrals / rank @@
+Normal rank
@@ Property / cites work @@
+Q4662409
@@ Property / cites work: Q4662409 / rank @@
+Normal rank