Local times for continuous paths of arbitrary regularity

DOI10.1007/s10959-022-01159-zOpenAlexW4210763125MaRDI QIDQ2100008

Yanyan Li

Publication date: 21 November 2022

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.07327

zbMATH Keywords

fractional Brownian motionpathwise Itô calculuspathwise local timepathwise Tanaka-Meyer formulasranked functions of arbitrary regularity

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Stochastic integrals (60H05)

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