Occupation densities for certain processes related to fractional Brownian motion (Q3585326)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Occupation densities for certain processes related to fractional Brownian motion |
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Occupation densities for certain processes related to fractional Brownian motion (English)
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19 August 2010
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Malliavin calculus
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Skorohod integral
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local times
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(bi)fractional Brownian motion
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