Weighted Local Time for Fractional Brownian Motion and Applications to Finance (Q4678743)
From MaRDI portal
scientific article; zbMATH DE number 2171195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted Local Time for Fractional Brownian Motion and Applications to Finance |
scientific article; zbMATH DE number 2171195 |
Statements
Weighted Local Time for Fractional Brownian Motion and Applications to Finance (English)
0 references
23 May 2005
0 references
Tanaka formula
0 references
fractional white noise
0 references
