The quadratic covariation for a weighted fractional Brownian motion (Q5268388)
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scientific article; zbMATH DE number 6733302
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The quadratic covariation for a weighted fractional Brownian motion |
scientific article; zbMATH DE number 6733302 |
Statements
The quadratic covariation for a weighted fractional Brownian motion (English)
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20 June 2017
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weighted fractional Brownian motion
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local time
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Malliavin calculus
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quadratic covariation
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Itô formula
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