The quadratic covariation for a weighted fractional Brownian motion (Q5268388)

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scientific article; zbMATH DE number 6733302
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English
The quadratic covariation for a weighted fractional Brownian motion
scientific article; zbMATH DE number 6733302

    Statements

    title
    The quadratic covariation for a weighted fractional Brownian motion (English)
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    author
    Xichao Sun
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    Litan Yan
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    Qing-Hua Zhang
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    publication date
    20 June 2017
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    zbMATH Keywords
    weighted fractional Brownian motion
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    local time
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    Malliavin calculus
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    quadratic covariation
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    Itô formula
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    cites work
    Q3933721
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    Q3149666
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    Occupation densities
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    Q4301585
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    Identifiers

    Mathematics Subject Classification ID
    60G22
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    60G15
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    60H05
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    60H07
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    60G17
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    zbMATH DE Number
    6733302
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    arXiv ID
    1603.01720
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    OpenAlex ID
    W2964195949
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