CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS (Q4796580)

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scientific article; zbMATH DE number 1876925
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CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS
scientific article; zbMATH DE number 1876925

    Statements

    CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS (English)
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    25 May 2003
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    fractional Brownian motions
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    local time
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    chaos expansion
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    asymptotic behavior
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