On the collision local time of sub-fractional Brownian motions☆

By Litan Yan, Guangjun Shen. 2010

59 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/509965dcd98020c92b1e1c5374888725a657f2ee

Citations in the corpus

• Itô's formula for a sub-fractional Brownian motion (2011, unknown): “[4, 5, 6], Shen-Yan [24], Tudor [25, 26, 28, 27] and Yan-Shen [32].”