Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions (Q2434498): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q4001807 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic calculus with respect to Gaussian processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Elliptic Gaussian random processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter. / rank
 
Normal rank
Property / cites work
 
Property / cites work: An \(S\)-transform approach to integration with respect to a fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4269108 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local time and Tanaka formula for a Volterra-type multifractional Gaussian process / rank
 
Normal rank
Property / cites work
 
Property / cites work: MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: A General Fractional White Noise Theory And Applications To Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3136462 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3244654 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4811459 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian Hilbert Spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4881598 / rank
 
Normal rank
Property / cites work
 
Property / cites work: White noise-based stochastic calculus with respect to multifractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: From Stochastic Integration wrt Fractional Brownian Motion to Stochastic Integration wrt Multifractional Brownian Motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3595898 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Malliavin Calculus and Related Topics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3141895 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4301585 / rank
 
Normal rank
Property / cites work
 
Property / cites work: How rich is the class of multifractional Brownian motions? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integration with respect to fractal functions and stochastic calculus. I / rank
 
Normal rank

Latest revision as of 08:43, 7 July 2024

scientific article
Language Label Description Also known as
English
Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions
scientific article

    Statements

    Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions (English)
    0 references
    0 references
    0 references
    0 references
    6 February 2014
    0 references
    0 references
    fractional Brownian motions
    0 references
    multifractional Brownian motions
    0 references
    Gaussian processes
    0 references
    convergence in law
    0 references
    white noise theory
    0 references
    Wick-Itō integral
    0 references
    Skorohod integral
    0 references
    pathwise integral
    0 references
    0 references