On some additive functionals of fractional Brownian motion as a doubly indexed process (Q2978488)
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scientific article; zbMATH DE number 6707739
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| English | On some additive functionals of fractional Brownian motion as a doubly indexed process |
scientific article; zbMATH DE number 6707739 |
Statements
25 April 2017
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fractional Brownian motion
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fractional derivative
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local time
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\(p\)-variation
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\(p,q\)-variation
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slowly varying function
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0.8255282044410706
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0.8250702619552612
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0.8221718668937683
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0.817145824432373
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