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

@@ Property / author @@
-Martina Zähle
@@ Property / author: Martina Zähle / rank @@
-Normal rank
@@ Property / author @@
+Martina Zähle
@@ Property / author: Martina Zähle / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1002/mana.200310295
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@@ Property / OpenAlex ID @@
+W2107145451
@@ Property / OpenAlex ID: W2107145451 / rank @@
+Normal rank
@@ Property / cites work @@
+On fractional Brownian processes
@@ Property / cites work: On fractional Brownian processes / rank @@
+Normal rank
@@ Property / cites work @@
+Forward, backward and symmetric stochastic integration
+Normal rank
@@ Property / cites work @@
+The generalized covariation process and Itô formula
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with respect to continuous finite quadratic variation processes
+Normal rank
@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
+Normal rank
@@ Property / cites work @@
+Integration with respect to Fractal Functions and Stochastic Calculus II
+Normal rank
@@ Property / cites work @@
+LONG RANGE DEPENDENCE, NO ARBITRAGE AND THE BLACK–SCHOLES FORMULA
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5463655