Itô Formula and Local Time for the Fractional Brownian...

Itô Formula and Local Time for the Fractional Brownian Sheet

Tudor, Ciprian, Viens, Frederi
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Volume:
8
Year:
2003
Language:
english
Journal:
Electronic Journal of Probability
DOI:
10.1214/ejp.v8-155
File:
PDF, 223 KB
english, 2003
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