The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 (Q284812)
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scientific article; zbMATH DE number 6581846
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| English | The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 |
scientific article; zbMATH DE number 6581846 |
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The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 (English)
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18 May 2016
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fractional Brownian motion
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local time
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fractional derivative
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Malliavin calculus
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Cauchy principal value
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0.8527523279190063
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0.8167111873626709
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0.8005660772323608
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0.7991043329238892
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0.79292231798172
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