✦ LIBER ✦

Tanaka formula for the fractional Brownian motion

✍ Scribed by Laure Coutin; David Nualart; Ciprian A. Tudor

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Tanaka Formula for Multidimensional Brow

✍ H. Uemura 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 157 KB

Local time and Tanaka formula for the -B

✍ Qian Lin 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 310 KB

Tanaka's formula for multiple intersecti

✍ Jay Rosen 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 469 KB

Kunita–Watanabe inequalities and Tanaka

✍ Defei Zhang; Ping He; Xinsong Yang 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 234 KB

Lower classes for fractional Brownian mo

✍ Michel Talagrand 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 635 KB

Onsager-Machlup functional for the fract

✍ Sílvia Moret; David Nualart 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 232 KB