Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters-Reference-Cited by-同舟云学术

Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters

Published:2005-01 Issue:2 Volume:23 Page:383-400
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Eddahbi M.¹,Lacayo R.²,Solé J. L.²,Vives J.²,Tudor C. A.³

Affiliation:

1. a Centre de Recerca Matemàtica (CRM) , IEC, Universitat Autònoma de Barcelona , Barcelona , Spain

2. b Department de Matemàtiques , Universitat Autònoma de Barcelona , Barcelona , Spain

3. c Départment de Mathématiques , Université de La Rochelle , La Rochelle Cedex 1 , France

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1081/SAP-200050121

Reference16 articles.

1. Stochastic Calculus with Respect to Gaussian Processes

2. Bardina , X. M. Jolis , and C. A. Tudor . 2002 . Weak Convergence to the Fractional Brownian Sheet . Preprint núm. 06/2002 . Universitat Autònoma de Barcelona .

3. Local Nondeterminism and Local Times of Gaussian Processes

4. Tanaka formula for the fractional Brownian motion

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