Local time and Tanaka formula for a Volterra-type multifractional Gaussian process (Q627303)
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English | Local time and Tanaka formula for a Volterra-type multifractional Gaussian process |
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Local time and Tanaka formula for a Volterra-type multifractional Gaussian process (English)
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28 February 2011
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Gaussian processes
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local nondeterminism
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local time
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multifractional processes
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Tanaka formula
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