Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion (Q457621)
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scientific article; zbMATH DE number 6349083
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion |
scientific article; zbMATH DE number 6349083 |
Statements
Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion (English)
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29 September 2014
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Malliavin calculus
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fractional Clark-Ocone formula
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Knight's theorem
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Tanaka formula
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