Some Properties of Delta Function in Local Time of Fractional Brownian Motion

DOI10.11845/SXJZ.2012048BzbMATH Open1313.60130OpenAlexW2593130566MaRDI QIDQ5499178FDOQ5499178

Jingjun Guo, Xiaoli Mao

Publication date: 11 February 2015

Full work available at URL: http://www.oaj.pku.edu.cn/sxjz/CN/10.11845/sxjz.2012048b

zbMATH Keywords

fractional Brownian motionlocal timewhite noise approachHida distribution

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) White noise theory (60H40)

This page was built for publication: Some Properties of Delta Function in Local Time of Fractional Brownian Motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5499178)