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Tanaka formula for the fractional Brownian motion

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References

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146 cited

1999On Fractional Brownian Processes98 cited

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2004Skorohod integration and stochastic calculus beyond the fractional Brownian scale50 cited
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2018Pathwise stochastic calculus with local times34 cited
2007MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS33 cited
2010Local time and Tanaka formula for a Volterra-type multifractional Gaussian process29 cited
2005Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters29 cited
2008Integration with Respect to Fractional Local Time with Hurst Index 1/2 < H < 127 cited
2005Ito's- and Tanaka's-type formulae for the stochastic heat equation: The linear case26 cited
2005Some Processes Associated with Fractional Bessel Processes25 cited
2005Weighted Local Time for Fractional Brownian Motion and Applications to Finance25 cited