Chaos expansion of local time of fractional Brownian motions

Stochastic Analysis and Applications

Volumn 20, Issue 4, 2002, Pages 815-837

  Hu, Yaozhong ^a   Øksendal, Bernt ^a  

^a UNIVERSITY OF OSLO   (Norway)

Author keywords

Asymptotic behavior; Chaos expansion; Fractional Brownian motions; Local time

Indexed keywords

EID: 0036039830     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-120006109     Document Type: Article

References (27)

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