On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion (Q404600): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60G22 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J55 / rank | |||
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| Property / zbMATH DE Number: 6339815 / rank | |||
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fractional Brownian motion | |||
| Property / zbMATH Keywords: fractional Brownian motion / rank | |||
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self-intersection local time | |||
| Property / zbMATH Keywords: self-intersection local time / rank | |||
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Tanaka formula | |||
| Property / zbMATH Keywords: Tanaka formula / rank | |||
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Wiener chaos | |||
| Property / zbMATH Keywords: Wiener chaos / rank | |||
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Revision as of 17:10, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion |
scientific article |
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On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion (English)
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4 September 2014
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fractional Brownian motion
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self-intersection local time
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Tanaka formula
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Wiener chaos
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