On some properties of the fractional derivative of the Brownian local time

DOI10.1134/S0081543824010115MaRDI QIDQ6572926FDOQ6572926

Authors: I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev 

Publication date: 16 July 2024

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

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zbMATH Keywords

fractional derivativesBrownian local time

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

Cites Work

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• Sturm-Liouville operators with singular potentials
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• Quadratic covariation and an extension of Itô's formula

Cited In (1)

• A remark on the Itô formula

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