On the Weighted Local Time and the Tanaka Formula for the Multidimensional Fractional Brownian Motion (Q5443469)
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scientific article; zbMATH DE number 5237574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Weighted Local Time and the Tanaka Formula for the Multidimensional Fractional Brownian Motion |
scientific article; zbMATH DE number 5237574 |
Statements
On the Weighted Local Time and the Tanaka Formula for the Multidimensional Fractional Brownian Motion (English)
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21 February 2008
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fractional Brownian motion
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Itô formula
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Tanaka formula
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Skorohod type integral
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weighted local time
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