Representation of local times of fractional Brownian motion (Q2406797): Difference between revisions
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| Property / cites work: Q3042109 / rank | |||
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| Property / cites work: Tanaka formula for the fractional Brownian motion. / rank | |||
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| Property / cites work: Q5585820 / rank | |||
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| Property / cites work: Local independence of fractional Brownian motion / rank | |||
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| Property / cites work: Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion / rank | |||
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| Property / cites work: Central and non-central limit theorems for weighted power variations of fractional Brownian motion / rank | |||
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Revision as of 11:46, 14 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation of local times of fractional Brownian motion |
scientific article |
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Representation of local times of fractional Brownian motion (English)
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6 October 2017
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fractional Brownian motion
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local times
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quadratic variations
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