Derivative for self-intersection local time of multidimensional fractional Brownian motion (Q2804018)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivative for self-intersection local time of multidimensional fractional Brownian motion |
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Derivative for self-intersection local time of multidimensional fractional Brownian motion (English)
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27 April 2016
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fractional Brownian motion
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self-intersection local time
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occupation formula
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chaos expansion
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quadratic covariation
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