Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion (Q1984723)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion |
scientific article |
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Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion (English)
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7 April 2020
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smoothness
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derivative of self-intersection local time
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bi-fractional Brownian motion
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Malliavin calculus
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independent
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