Random variables as pathwise integrals with respect to fractional Brownian motion (Q2444645): Difference between revisions

@@ Property / author @@
-Yuliya S. Mishura
@@ Property / author: Yuliya S. Mishura / rank @@
-Normal rank
@@ Property / author @@
-Georgiy M. Shevchenko
@@ Property / author: Georgiy M. Shevchenko / rank @@
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@@ Property / author @@
-Esko Valkeila
@@ Property / author: Esko Valkeila / rank @@
-Normal rank
@@ Property / author @@
+Yuliya S. Mishura
@@ Property / author: Yuliya S. Mishura / rank @@
+Normal rank
@@ Property / author @@
+Georgiy M. Shevchenko
@@ Property / author: Georgiy M. Shevchenko / rank @@
+Normal rank
@@ Property / author @@
+Esko Valkeila
@@ Property / author: Esko Valkeila / rank @@
+Normal rank
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+MaRDI publication profile
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+W2137534276
@@ Property / OpenAlex ID: W2137534276 / rank @@
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@@ Property / arXiv ID @@
+.1851
@@ Property / arXiv ID: 1111.1851 / rank @@
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@@ Property / cites work @@
+On hedging European options in geometric fractional Brownian motion market model
+Normal rank
@@ Property / cites work @@
+Fractional Processes as Models in Stochastic Finance
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
+Normal rank
@@ Property / cites work @@
+Wiener functionals as Ito integrals
@@ Property / cites work: Wiener functionals as Ito integrals / rank @@
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@@ Property / cites work @@
+Q5606327
@@ Property / cites work: Q5606327 / rank @@
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@@ Property / cites work @@
+Monotonicity of certain functionals under rearrangement
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@@ Property / cites work @@
+Q2734982
@@ Property / cites work: Q2734982 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion and related processes.
+Normal rank
@@ Property / cites work @@
+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Arbitrage with Fractional Brownian Motion
@@ Property / cites work: Arbitrage with Fractional Brownian Motion / rank @@
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@@ Property / cites work @@
+Q3141895
@@ Property / cites work: Q3141895 / rank @@
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@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
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@@ links / mardi / name / links / mardi / name @@
+Publication:2444645