Occupation densities for certain processes related to fractional Brownian motion (Q3585326)
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scientific article; zbMATH DE number 5773380
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| English | Occupation densities for certain processes related to fractional Brownian motion |
scientific article; zbMATH DE number 5773380 |
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Occupation densities for certain processes related to fractional Brownian motion (English)
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19 August 2010
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Malliavin calculus
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Skorohod integral
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local times
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(bi)fractional Brownian motion
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0.9584619
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0.9238961
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0.9210931
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0.91527474
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0.90318334
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0.90289414
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