메뉴 건너뛰기




Volumn 23, Issue 2, 2005, Pages 383-400

Regularity of the local time for the d-dimensional fractional Brownian motion with N-parameters

Author keywords

[No Author keywords available]

Indexed keywords


EID: 16244423694     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-200050121     Document Type: Article
Times cited : (24)

References (16)
  • 1
    • 0035537291 scopus 로고    scopus 로고
    • Stochastic calculus with respect to Gaussian processes
    • Alòs, E., O. Mazet, and D. Nualart. 2001. Stochastic calculus with respect to Gaussian processes. Ann. Prob. 29(2):766-801.
    • (2001) Ann. Prob. , vol.29 , Issue.2 , pp. 766-801
    • Alòs, E.1    Mazet, O.2    Nualart, D.3
  • 2
    • 0036254935 scopus 로고    scopus 로고
    • Drap Brownien fractionnaire
    • Ayache, A., S. Leger, and M. Pontier. 2002. Drap Brownien fractionnaire. Pot. Anal. 17(1):31-43.
    • (2002) Pot. Anal. , vol.17 , Issue.1 , pp. 31-43
    • Ayache, A.1    Leger, S.2    Pontier, M.3
  • 4
    • 0002807832 scopus 로고
    • Local nondeterminism and local times of Gaussian processes
    • Berman, S. M. 1973. Local nondeterminism and local times of Gaussian processes. Indiana Univ. Math. J. 23:69-94.
    • (1973) Indiana Univ. Math. J. , vol.23 , pp. 69-94
    • Berman, S.M.1
  • 5
    • 0042909263 scopus 로고    scopus 로고
    • The Tanaka formula for the fractional Brownian motion
    • Coutin, L., D. Nualart, and C. A. Tudor. 2000. The Tanaka formula for the fractional Brownian motion. Stoc. Proc. Appl. 94(2):301-315.
    • (2000) Stoc. Proc. Appl. , vol.94 , Issue.2 , pp. 301-315
    • Coutin, L.1    Nualart, D.2    Tudor, C.A.3
  • 6
    • 0002902384 scopus 로고
    • Occupation densities
    • Geman, D., and J. Horowitz. 1980. Occupation densities. Ann. Prob. 8(1):1-67.
    • (1980) Ann. Prob. , vol.8 , Issue.1 , pp. 1-67
    • Geman, D.1    Horowitz, J.2
  • 7
    • 0036039830 scopus 로고    scopus 로고
    • Chaos expansion of local time of fractional Brownian motions
    • Hu, Y., and B. Øksendal. 2002. Chaos expansion of local time of fractional Brownian motions. Stoc. Anal. Appl. 20(4):815-837.
    • (2002) Stoc. Anal. Appl. , vol.20 , Issue.4 , pp. 815-837
    • Hu, Y.1    Øksendal, B.2
  • 12
    • 0003326139 scopus 로고
    • The Malliavin calculus and related topics
    • Nualart, D. 1995. The Malliavin calculus and related topics. Prob. and Appl. 21.
    • (1995) Prob. and Appl. , vol.21
    • Nualart, D.1
  • 13
    • 0000454343 scopus 로고
    • Chaos expansions and local times
    • Nualart, D., and J. Vives. 1992. Chaos expansions and local times. Pub. Mat. 36(2B):827-836.
    • (1992) Pub. Mat. , vol.36 , Issue.2 B , pp. 827-836
    • Nualart, D.1    Vives, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.