An approximate approach to fractional stochastic integration and its applications (Q467887): Difference between revisions

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+Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2
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+Long memory in continuous-time stochastic volatility models
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Integration with respect to fractal functions and stochastic calculus. I
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