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

zbMATH Open1360.60083MaRDI QIDQ2978488FDOQ2978488

Authors:

Publication date: 25 April 2017

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

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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)

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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