Local time and Tanaka formula for a Volterra-type multifractional Gaussian process (Q627303)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5858620
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Local time and Tanaka formula for a Volterra-type multifractional Gaussian process |
scientific article; zbMATH DE number 5858620 |
Statements
Local time and Tanaka formula for a Volterra-type multifractional Gaussian process (English)
0 references
28 February 2011
0 references
Gaussian processes
0 references
local nondeterminism
0 references
local time
0 references
multifractional processes
0 references
Tanaka formula
0 references
0.9218584
0 references
0 references
0.9088162
0 references
0.9045112
0 references
0.9025393
0 references
0.9012518
0 references
0.9003235
0 references
0.89331675
0 references
0.8922488
0 references
