From Stochastic Integration wrt Fractional Brownian Motion to Stochastic Integration wrt Multifractional Brownian Motion (Q5264665): Difference between revisions
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Latest revision as of 01:43, 20 April 2024
scientific article; zbMATH DE number 6465621
| Language | Label | Description | Also known as |
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| English | From Stochastic Integration wrt Fractional Brownian Motion to Stochastic Integration wrt Multifractional Brownian Motion |
scientific article; zbMATH DE number 6465621 |
Statements
27 July 2015
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fractional and multifractional Brownian motions
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Gaussian processes
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convergence in law
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white noise theory
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Wick-Itô integral
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math.PR
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