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Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion.

Qun Shi
Published in: Syst. Control. Lett. (2020)
Keyphrases
  • fractional brownian motion
  • long range
  • non stationary
  • stochastic differential equations
  • business intelligence
  • long range dependence
  • fractal dimension
  • feature vectors
  • optimal control