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- W2164158481 abstract "The stochastic calculus for Gaussian processes is applied to obtain a Tanaka formula for a Volterra-type multifractional Gaussian process. The existence and regularity properties of the local time of this process are obtained by means of Berman's Fourier analytic approach." @default.
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- W2164158481 date "2010-11-01" @default.
- W2164158481 modified "2023-10-06" @default.
- W2164158481 title "Local time and Tanaka formula for a Volterra-type multifractional Gaussian process" @default.
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- W2164158481 doi "https://doi.org/10.3150/10-bej261" @default.
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