Itô formula and local time for the fractional {B}rownian sheet
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Publication:1767507
DOI10.1214/EJP.v8-155zbMath1067.60030OpenAlexW2058625120MaRDI QIDQ1767507
Ciprian A. Tudor, Frederi G. Viens
Publication date: 8 March 2005
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/124917
Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18) Local time and additive functionals (60J55)
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