<i>Q</i>-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market (Q3611813): Difference between revisions

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+https://doi.org/10.1080/07362990802565084
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+W1975457217
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@@ Property / cites work @@
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+Prediction of fractional Brownian motion with Hurst index less than 1/2
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+An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion
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+STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE
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+Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
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+FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
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+A General Fractional White Noise Theory And Applications To Finance
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+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
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+On the prediction of fractional Brownian motion
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+OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION
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+Prediction of Fractional Brownian Motion-Type Processes
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+Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
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