Itô formula and local time for the fractional {B}rownian sheet
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Publication:1767507
DOI10.1214/EJP.v8-155zbMath1067.60030MaRDI QIDQ1767507
Ciprian A. Tudor, Frederi G. Viens
Publication date: 8 March 2005
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/124917
60G15: Gaussian processes
60H07: Stochastic calculus of variations and the Malliavin calculus
60G18: Self-similar stochastic processes
60J55: Local time and additive functionals
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