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Self-intersection local time of fractional Brownian motions-via chaos expansion
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Self-intersection local time of fractional Brownian motions-via chaos expansion (2001)Self-intersection local time of fractiona…Derivative for self-intersection local time of multidimensional fractional Brownian motion (2015)Derivative for self-intersect…On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion (2014)On the Tanaka formula for the…Regularity of renormalized self-intersection local time for fractional Brownian motion (2007)Regularity of renormalized se…Weighted Local Time for Fractional Brownian Motion and Applications to Finance (2005)Weighted Local Time for Fract…CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS (2002)CHAOS EXPANSION OF LOCAL TIME…Fractional Brownian Motions, Fractional Noises and Applications (1968)An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions (1999)Stochastic Calculus for Fractional Brownian Motion I. Theory (2000)Some Processes Associated with Fractional Bessel Processes (2005)The Malliavin Calculus and Related Topics (1995)THE MALLIAVIN CALCULUS AND RELATED TOPICS (Probability and its Applications) (1997)The Malliavin Calculus and Related Topics (2006)Continuous Martingales and Brownian Motion (1999)Integral transformations and anticipative calculus for fractional Brownian motions (2005)A Change-of-Variable Formula with Local Time on Surfaces (2007)Stochastic Calculus for Fractional Brownian Motion and Related Processes (2008)Stochastic Calculus for Fractional Brownian Motion and Applications (2008)
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  • 2002CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS29 cited
  • 2014On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion25 cited
  • 2005Weighted Local Time for Fractional Brownian Motion and Applications to Finance25 cited
  • 2007Regularity of renormalized self-intersection local time for fractional Brownian motion20 cited
  • 2015Derivative for self-intersection local time of multidimensional fractional Brownian motion19 cited

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