Representation of local times of fractional Brownian motion (Q2406797)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Representation of local times of fractional Brownian motion
scientific article

    Statements

    Representation of local times of fractional Brownian motion (English)
    0 references
    0 references
    6 October 2017
    0 references
    fractional Brownian motion
    0 references
    local times
    0 references
    quadratic variations
    0 references

    Identifiers