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scientific article; zbMATH DE number 5592162 - MaRDI portal

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Publication:5324893

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zbMath1199.60197MaRDI QIDQ5324893

Alexey Rudenko

Publication date: 8 August 2009

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

zbMATH Keywords

Sobolev space fractional Brownian motion local time Gaussian random field Itô-Wiener expansion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Local times of self-intersection

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