Derivative for self-intersection local time of multidimensional fractional Brownian motion (Q2804018)
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scientific article; zbMATH DE number 6574566
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| English | Derivative for self-intersection local time of multidimensional fractional Brownian motion |
scientific article; zbMATH DE number 6574566 |
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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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0.97181666
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0.96287036
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0.95379144
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0.9480356
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0.94313663
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0.9429668
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0.9429296
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0.94036937
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0.9396872
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