{"id":"https://openalex.org/W2029580592","doi":"https://doi.org/10.1155/2014/762484","title":"Stochastic Current of Bifractional Brownian Motion","display_name":"Stochastic Current of Bifractional Brownian Motion","publication_year":2014,"publication_date":"2014-01-01","ids":{"openalex":"https://openalex.org/W2029580592","doi":"https://doi.org/10.1155/2014/762484","mag":"2029580592"},"language":"en","primary_location":{"id":"doi:10.1155/2014/762484","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2014/762484","pdf_url":"https://downloads.hindawi.com/journals/jam/2014/762484.pdf","source":{"id":"https://openalex.org/S190082376","display_name":"Journal of Applied Mathematics","issn_l":"1110-757X","issn":["1110-757X","1687-0042"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Mathematics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://downloads.hindawi.com/journals/jam/2014/762484.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100302842","display_name":"Jingjun Guo","orcid":null},"institutions":[{"id":"https://openalex.org/I4210152533","display_name":"Lanzhou University of Finance and Economics","ror":"https://ror.org/04v7yv031","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210152533"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Jingjun Guo","raw_affiliation_strings":["Research Center of Quantitative Analysis of Gansu Economic Development, Lanzhou University of Finance and Economics, Lanzhou 730020, China","School of Statistics, Lanzhou University of Finance and Economics, Lanzhou 730020, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Research Center of Quantitative Analysis of Gansu Economic Development, Lanzhou University of Finance and Economics, Lanzhou 730020, China","institution_ids":["https://openalex.org/I4210152533"]},{"raw_affiliation_string":"School of Statistics, Lanzhou University of Finance and Economics, Lanzhou 730020, China","institution_ids":["https://openalex.org/I4210152533"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5100302842"],"corresponding_institution_ids":["https://openalex.org/I4210152533"],"apc_list":{"value":1050,"currency":"USD","value_usd":1050},"apc_paid":{"value":1050,"currency":"USD","value_usd":1050},"fwci":0.0,"has_fulltext":true,"cited_by_count":3,"citation_normalized_percentile":{"value":0.14270979,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"2014","issue":null,"first_page":"1","last_page":"10"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9876000285148621,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9603000283241272,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.7300192713737488},{"id":"https://openalex.org/keywords/geometric-brownian-motion","display_name":"Geometric Brownian motion","score":0.7189153432846069},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7029886245727539},{"id":"https://openalex.org/keywords/current","display_name":"Current (fluid)","score":0.629777729511261},{"id":"https://openalex.org/keywords/malliavin-calculus","display_name":"Malliavin calculus","score":0.5937440395355225},{"id":"https://openalex.org/keywords/fractional-brownian-motion","display_name":"Fractional Brownian motion","score":0.5630553960800171},{"id":"https://openalex.org/keywords/brownian-excursion","display_name":"Brownian excursion","score":0.5550223588943481},{"id":"https://openalex.org/keywords/stochastic-calculus","display_name":"Stochastic calculus","score":0.5389294028282166},{"id":"https://openalex.org/keywords/martingale-representation-theorem","display_name":"Martingale representation theorem","score":0.5154898762702942},{"id":"https://openalex.org/keywords/diffusion-process","display_name":"Diffusion process","score":0.46619075536727905},{"id":"https://openalex.org/keywords/reflected-brownian-motion","display_name":"Reflected Brownian motion","score":0.4638720750808716},{"id":"https://openalex.org/keywords/distribution","display_name":"Distribution (mathematics)","score":0.42220962047576904},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.4220423698425293},{"id":"https://openalex.org/keywords/motion","display_name":"Motion (physics)","score":0.4196649193763733},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4169401526451111},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.370000422000885},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.34183135628700256},{"id":"https://openalex.org/keywords/classical-mechanics","display_name":"Classical mechanics","score":0.15474697947502136},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.1531374752521515},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.09664693474769592},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.08101576566696167},{"id":"https://openalex.org/keywords/stochastic-partial-differential-equation","display_name":"Stochastic partial differential equation","score":0.04860973358154297}],"concepts":[{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.7300192713737488},{"id":"https://openalex.org/C101615488","wikidata":"https://www.wikidata.org/wiki/Q1503307","display_name":"Geometric Brownian motion","level":4,"score":0.7189153432846069},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7029886245727539},{"id":"https://openalex.org/C148043351","wikidata":"https://www.wikidata.org/wiki/Q4456944","display_name":"Current (fluid)","level":2,"score":0.629777729511261},{"id":"https://openalex.org/C11505638","wikidata":"https://www.wikidata.org/wiki/Q6744166","display_name":"Malliavin calculus","level":4,"score":0.5937440395355225},{"id":"https://openalex.org/C108819105","wikidata":"https://www.wikidata.org/wiki/Q1143293","display_name":"Fractional Brownian motion","level":3,"score":0.5630553960800171},{"id":"https://openalex.org/C53920899","wikidata":"https://www.wikidata.org/wiki/Q4976524","display_name":"Brownian excursion","level":5,"score":0.5550223588943481},{"id":"https://openalex.org/C63331456","wikidata":"https://www.wikidata.org/wiki/Q1308570","display_name":"Stochastic calculus","level":4,"score":0.5389294028282166},{"id":"https://openalex.org/C162344956","wikidata":"https://www.wikidata.org/wiki/Q6777133","display_name":"Martingale representation theorem","level":5,"score":0.5154898762702942},{"id":"https://openalex.org/C68710425","wikidata":"https://www.wikidata.org/wiki/Q5275442","display_name":"Diffusion process","level":3,"score":0.46619075536727905},{"id":"https://openalex.org/C116779161","wikidata":"https://www.wikidata.org/wiki/Q7307228","display_name":"Reflected Brownian motion","level":5,"score":0.4638720750808716},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.42220962047576904},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.4220423698425293},{"id":"https://openalex.org/C104114177","wikidata":"https://www.wikidata.org/wiki/Q79782","display_name":"Motion (physics)","level":2,"score":0.4196649193763733},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4169401526451111},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.370000422000885},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.34183135628700256},{"id":"https://openalex.org/C74650414","wikidata":"https://www.wikidata.org/wiki/Q11397","display_name":"Classical mechanics","level":1,"score":0.15474697947502136},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1531374752521515},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.09664693474769592},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.08101576566696167},{"id":"https://openalex.org/C84629840","wikidata":"https://www.wikidata.org/wiki/Q16979017","display_name":"Stochastic partial differential equation","level":3,"score":0.04860973358154297},{"id":"https://openalex.org/C56739046","wikidata":"https://www.wikidata.org/wiki/Q192060","display_name":"Knowledge management","level":1,"score":0.0},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.0},{"id":"https://openalex.org/C3017618536","wikidata":"https://www.wikidata.org/wiki/Q304994","display_name":"Innovation diffusion","level":2,"score":0.0},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1155/2014/762484","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2014/762484","pdf_url":"https://downloads.hindawi.com/journals/jam/2014/762484.pdf","source":{"id":"https://openalex.org/S190082376","display_name":"Journal of Applied Mathematics","issn_l":"1110-757X","issn":["1110-757X","1687-0042"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Mathematics","raw_type":"journal-article"},{"id":"pmh:oai:CULeuclid:euclid.jam/1425305654","is_oa":false,"landing_page_url":"https://projecteuclid.org/euclid.jam/1425305654","pdf_url":null,"source":{"id":"https://openalex.org/S4306400787","display_name":"Project Euclid (Cornell University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Text"},{"id":"pmh:oai:RePEc:hin:jnljam:762484","is_oa":false,"landing_page_url":"http://downloads.hindawi.com/journals/JAM/2014/762484.xml","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:doaj.org/article:a28282b35f8d4dcebca55c40cdebb1f7","is_oa":true,"landing_page_url":"https://doaj.org/article/a28282b35f8d4dcebca55c40cdebb1f7","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Journal of Applied Mathematics, Vol 2014 (2014)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1155/2014/762484","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2014/762484","pdf_url":"https://downloads.hindawi.com/journals/jam/2014/762484.pdf","source":{"id":"https://openalex.org/S190082376","display_name":"Journal of Applied Mathematics","issn_l":"1110-757X","issn":["1110-757X","1687-0042"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Mathematics","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2029580592.pdf","grobid_xml":"https://content.openalex.org/works/W2029580592.grobid-xml"},"referenced_works_count":11,"referenced_works":["https://openalex.org/W1968826539","https://openalex.org/W1981086634","https://openalex.org/W2002817266","https://openalex.org/W2031753087","https://openalex.org/W2048563274","https://openalex.org/W2056464302","https://openalex.org/W2061124364","https://openalex.org/W2072449157","https://openalex.org/W2149660993","https://openalex.org/W2951811219","https://openalex.org/W4212814737"],"related_works":["https://openalex.org/W4242567288","https://openalex.org/W2067451065","https://openalex.org/W1591737076","https://openalex.org/W4252969574","https://openalex.org/W4237917985","https://openalex.org/W1982823440","https://openalex.org/W2906677951","https://openalex.org/W2988531679","https://openalex.org/W4249738237","https://openalex.org/W2090226811"],"abstract_inverted_index":{"We":[0],"study":[1],"the":[2,27],"regularity":[3],"of":[4,29,37],"stochastic":[5,35],"current":[6,36],"defined":[7],"as":[8,41],"Skorohod":[9],"integral":[10],"with":[11],"respect":[12],"to":[13],"bifractional":[14,38],"Brownian":[15,39],"motion":[16,40],"through":[17],"Malliavin":[18],"calculus.":[19],"Moreover,":[20],"we":[21,33],"similarly":[22],"derive":[23],"some":[24],"results":[25],"in":[26,44],"case":[28],"multidimensional":[30],"multiparameter.":[31],"Finally,":[32],"consider":[34],"a":[42],"distribution":[43],"Watanabe":[45],"spaces.":[46]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1}],"updated_date":"2026-08-01T09:00:35.917206","created_date":"2025-10-10T00:00:00"}