The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133)
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scientific article; zbMATH DE number 6330207
- The Bouleau–Yor identity for a bi-fractional Brownian motion
| Language | Label | Description | Also known as |
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| English | The generalized Bouleau-Yor identity for a sub-fractional Brownian motion |
scientific article; zbMATH DE number 6330207 |
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The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (English)
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The Bouleau–Yor identity for a bi-fractional Brownian motion (English)
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21 March 2014
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14 August 2014
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sub-fractional Brownian motion
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Malliavin calculus
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local time
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Itô's formula
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quadratic covariation
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bi-fractional Brownian motion
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stochastic integration
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Itô formula
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