White noise-based stochastic calculus with respect to multifractional Brownian motion (Q2875258): Difference between revisions

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Latest revision as of 22:13, 8 July 2024

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White noise-based stochastic calculus with respect to multifractional Brownian motion
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    White noise-based stochastic calculus with respect to multifractional Brownian motion (English)
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    14 August 2014
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    stochastic calculus
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    Wick-Itō stochastic integral
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    multifractional Brownian motion
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    white noise theory
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    Gaussian processes
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    \(S\)-transform
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    Itō formula
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    Tanaka formula
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