On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion (Q404600)
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scientific article; zbMATH DE number 6339815
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| English | On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion |
scientific article; zbMATH DE number 6339815 |
Statements
On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion (English)
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4 September 2014
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fractional Brownian motion
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self-intersection local time
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Tanaka formula
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Wiener chaos
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0.8042111992835999
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0.7857922315597534
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0.7824375629425049
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0.7745693922042847
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0.7742825746536255
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