On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\) (Q2484680): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\) |
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On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\) (English)
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1 August 2005
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Maruama notation
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stochastic differential equation
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stochastic calculus of fractional order
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Taylor's series of fractional order
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