Integral representation with respect to fractional Brownian motion under a log-Hölder assumption (Q340777): Difference between revisions

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+Georgiy M. Shevchenko
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+MaRDI publication profile
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+.03894
@@ Property / arXiv ID: 1509.03894 / rank @@
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@@ Property / cites work @@
+On hedging European options in geometric fractional Brownian motion market model
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+Q2734982
@@ Property / cites work: Q2734982 / rank @@
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+Stochastic calculus for fractional Brownian motion and related processes.
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+Small ball properties and representation results
@@ Property / cites work: Small ball properties and representation results / rank @@
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+Random variables as pathwise integrals with respect to fractional Brownian motion
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+Q3141895
@@ Property / cites work: Q3141895 / rank @@
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@@ Property / cites work @@
+Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion
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+Adapted integral representations of random variables
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+Integral representation of random variables with respect to Gaussian processes
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+Integration with respect to fractal functions and stochastic calculus. I
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