Extensions of the sewing lemma with applications (Q1615916): Difference between revisions

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+On hedging European options in geometric fractional Brownian motion market model
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+Rate of convergence for discretization of integrals with respect to fractional Brownian motion
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+Tanaka formula for the fractional Brownian motion.
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+Concrete Functional Calculus
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+A non-commutative sewing lemma
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+Stieltjes integrals of Hölder continuous functions with applications to fractional Brownian motion
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+Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion
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+Integration with respect to fractal functions and stochastic calculus. I
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