Local time of mixed Brownian motion and fractional Brownian motion (Q5371591)
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scientific article; zbMATH DE number 6796243
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| default for all languages | No label defined |
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| English | Local time of mixed Brownian motion and fractional Brownian motion |
scientific article; zbMATH DE number 6796243 |
Statements
20 October 2017
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local time
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Brownian motion
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fractional Brownian motion
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white noise approach
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0.9386802911758424
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0.8447837233543396
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0.8421418070793152
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0.8347578644752502
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