Regularity of the Local Time for the <i>d</i>-dimensional Fractional Brownian Motion with <i>N</i>-parameters (Q4678740)

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scientific article; zbMATH DE number 2171192
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Regularity of the Local Time for the <i>d</i>-dimensional Fractional Brownian Motion with <i>N</i>-parameters
scientific article; zbMATH DE number 2171192

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    Regularity of the Local Time for the <i>d</i>-dimensional Fractional Brownian Motion with <i>N</i>-parameters (English)
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    23 May 2005
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    chaos expansion
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    Sobolev-Watanabe space
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