CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS (Q4796580)
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scientific article; zbMATH DE number 1876925
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| default for all languages | No label defined |
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| English | CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS |
scientific article; zbMATH DE number 1876925 |
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CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS (English)
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25 May 2003
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fractional Brownian motions
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local time
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chaos expansion
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asymptotic behavior
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0.8428475856781006
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0.8356964588165283
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0.8238503932952881
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0.8236666321754456
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