Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion (Q457621)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion |
scientific article |
Statements
Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion (English)
0 references
29 September 2014
0 references
Malliavin calculus
0 references
fractional Clark-Ocone formula
0 references
Knight's theorem
0 references
Tanaka formula
0 references
