An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion (Q5423744): Difference between revisions
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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)
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31 October 2007
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Gaussian processes
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rough path
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stochastic calculus of variations
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