An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion (Q5423744): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/978-3-540-71189-6_1 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W165622181 / rank
 
Normal rank

Latest revision as of 21:40, 19 March 2024

scientific article; zbMATH DE number 5207264
Language Label Description Also known as
English
An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion
scientific article; zbMATH DE number 5207264

    Statements

    An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion (English)
    0 references
    0 references
    31 October 2007
    0 references
    Gaussian processes
    0 references
    rough path
    0 references
    stochastic calculus of variations
    0 references

    Identifiers