Approximation of fractional local times: zero energy and derivatives (Q2240878)
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English | Approximation of fractional local times: zero energy and derivatives |
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Approximation of fractional local times: zero energy and derivatives (English)
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4 November 2021
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derivatives of the local time
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fractional Brownian motion
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functional limit theorems
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high-frequency observations
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Malliavin calculus
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