Stochastic differential equations with fractal noise (Q5463655): Difference between revisions

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+https://doi.org/10.1002/mana.200310295
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+W2107145451
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@@ Property / cites work @@
+On fractional Brownian processes
@@ Property / cites work: On fractional Brownian processes / rank @@
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+Forward, backward and symmetric stochastic integration
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+The generalized covariation process and Itô formula
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+Stochastic calculus with respect to continuous finite quadratic variation processes
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+Integration with respect to fractal functions and stochastic calculus. I
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+Integration with respect to Fractal Functions and Stochastic Calculus II
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+LONG RANGE DEPENDENCE, NO ARBITRAGE AND THE BLACK–SCHOLES FORMULA
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