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Publication:2787530
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zbMath1331.60103MaRDI QIDQ2787530

Pedro Lei, David Nualart

Publication date: 4 March 2016


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18) Local time and additive functionals (60J55)


Related Items (8)

Convergence of the empirical spectral distribution of Gaussian matrix-valued processes ⋮ Itô's formula for Gaussian processes with stochastic discontinuities ⋮ General transfer formula for stochastic integral with respect to multifractional Brownian motion ⋮ On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\) ⋮ Stochastic analysis of Gaussian processes via Fredholm representation ⋮ Stochastic calculus with respect to Gaussian processes ⋮ Fluctuations for matrix-valued Gaussian processes ⋮ Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process




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