Author:
Eddahbi M.,Lacayo R.,Solé J. L.,Vives J.,Tudor C. A.
Abstract
AbstractWe study the asymptotic behavior in Sobolev norm of the local time of the d-dimensional fractional Brownian motion with N-parameters when the space variable tends to zero, both for the fixed time case and when simultaneously time tends to infinity and space variable to zero.
Publisher
Cambridge University Press (CUP)
Cited by
2 articles.
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