On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)
Original languageEnglish
Pages (from-to)3846 - 3868
Number of pages23
JournalStochastic Processes and their Applications
Volume124
Issue number11
DOIs
Publication statusPublished - 2014

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