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Publication:2916188
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zbMath1265.60159MaRDI QIDQ2916188

Litan Yan, Jing Xiang

Publication date: 5 October 2012


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

zbMATH Keywords

stochastic calculuslocal timequadratic covariationItō's formulabi-fractional Brownian motion


Mathematics Subject Classification ID

Brownian motion (60J65)


Related Items (2)

Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion ⋮ Asymptotic behavior for bi-fractional regression models via Malliavin calculus




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