CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS

DOI10.1081/SAP-120006109zbMath1011.60016OpenAlexW1967108341MaRDI QIDQ4796580

Yaozhong Hu, Bernt Øksendal

Publication date: 25 May 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120006109

zbMATH Keywords

asymptotic behaviorfractional Brownian motionslocal timechaos expansion

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) White noise theory (60H40) Stochastic integrals (60H05)

Related Items (20)

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