Local times for continuous paths of arbitrary regularity (Q2100008)
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scientific article; zbMATH DE number 7621020
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local times for continuous paths of arbitrary regularity |
scientific article; zbMATH DE number 7621020 |
Statements
Local times for continuous paths of arbitrary regularity (English)
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21 November 2022
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pathwise Itô calculus
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pathwise local time
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pathwise Tanaka-Meyer formulas
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ranked functions of arbitrary regularity
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fractional Brownian motion
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0.90852916
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0.9001142
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0.8996726
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0.8946311
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