On some additive functionals of fractional Brownian motion as a doubly indexed process

MaRDI QIDQ2978488zbMATH OpenFDO

Authors

Publication date 25 April 2017

Full work available at URL http://www.jnmas.org/jnmas7-5.pdf

zbMATH Keywords

fractional Brownian motionfractional derivativelocal timeslowly varying function\(p\)-variation\(p,q\)-variation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Local time and additive functionals (60J55)

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Cited in

(2)

• On fractional derivatives of the local time of a symmetric stable process as a doubly indexed process
• On fractional derivatives of the local time of a symmetric stable process as a doubly indexed process

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