Approximation at first and second order of -order integrals of the fractional Brownian motion and of certain semimartingales.
Gradinaru, Mihai, Nourdin, Ivan (2003)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “Smoothness for the collision local time of two multidimensional bifractional Brownian motions”
Approximation at first and second order of -order integrals of the fractional Brownian motion and of certain semimartingales.
Some estimates on exponentials of solutions to stochastic differential equations.
Yong, Jiongmin (2004)
Journal of Applied Mathematics and Stochastic Analysis
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Time reversal for drifted fractional Brownian motion with Hurst index .
Darses, Sebastien, Saussereau, Bruno (2007)
Electronic Journal of Probability [electronic only]
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Some limit theorems connected with Brownian local time.
Ghomrasni, Raouf (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Resolvents, integral equations, limit sets
Theodore Allen Burton, D. P. Dwiggins (2010)
Mathematica Bohemica
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In this paper we study a linear integral equation , its resolvent equation , the variation of parameters formula , and a perturbed equation. The kernel, , satisfies classical smoothness and sign conditions assumed in many real-world problems. We study the effects of perturbations of and also the limit sets of the resolvent. These results lead us to the study of nonlinear perturbations.
Principal values of the integral functionals of brownian motion : existence continuity and an extension of Itô's formula
Aleksander S. Cherny (2001)
Séminaire de probabilités de Strasbourg
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Further exponential generalization of Pitman's theorem.
Baudoin, Fabrice (2002)
Electronic Communications in Probability [electronic only]
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