α-time fractional Brownian motion: PDE connections and local times
نویسندگان
چکیده
منابع مشابه
Large deviations for local time fractional Brownian motion and applications
Article history: Received 19 December 2007 Available online 9 June 2008 Submitted by M. Ledoux
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2012
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps/2011103