THE LAW OF A STOCHASTIC INTEGRAL WITH TWO INDEPENDENT BIFRACTIONAL BROWNIAN MOTIONS

DOI10.4134/CKMS.2011.26.4.669zbMath1228.60062OpenAlexW2008206714MaRDI QIDQ3097895

Jun-Feng Liu

Publication date: 10 November 2011

Published in: Communications of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4134/ckms.2011.26.4.669

zbMATH Keywords

characteristic functionstochastic integralbifractional Brownian motion

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (2)

Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion ⋮ Unnamed Item

This page was built for publication: THE LAW OF A STOCHASTIC INTEGRAL WITH TWO INDEPENDENT BIFRACTIONAL BROWNIAN MOTIONS