Stochastic integration with respect to the sub-fractional Brownian motion with (Q419214): Difference between revisions

@@ Property / DOI @@
-.1016/j.spl.2011.10.002
@@ Property / DOI: 10.1016/j.spl.2011.10.002 / rank @@
-Normal rank
@@ Property / author @@
-Guang Jun Shen
@@ Property / author: Guang Jun Shen / rank @@
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@@ Property / author @@
-Chao Chen
@@ Property / author: Chao Chen / rank @@
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@@ Property / author @@
+Chao Chen
@@ Property / author: Chao Chen / rank @@
+Normal rank
@@ Property / author @@
+Guang Jun Shen
@@ Property / author: Guang Jun Shen / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G15
@@ Property / Mathematics Subject Classification ID: 60G15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H07
@@ Property / Mathematics Subject Classification ID: 60H07 / rank @@
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@@ Property / zbMATH DE Number @@
+6036300
@@ Property / zbMATH DE Number: 6036300 / rank @@
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@@ Property / zbMATH Keywords @@
+Malliavin calculus
@@ Property / zbMATH Keywords: Malliavin calculus / rank @@
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@@ Property / zbMATH Keywords @@
+sub-fractional Brownian motion
@@ Property / zbMATH Keywords: sub-fractional Brownian motion / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic integration
@@ Property / zbMATH Keywords: stochastic integration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Itô formula
@@ Property / zbMATH Keywords: Itô formula / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Tanaka formula
@@ Property / zbMATH Keywords: Tanaka formula / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2011.10.002
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@@ Property / OpenAlex ID @@
+W2075002336
@@ Property / OpenAlex ID: W2075002336 / rank @@
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@@ Property / cites work @@
+Stochastic calculus with respect to Gaussian processes
+Normal rank
@@ Property / cites work @@
+Q5680823
@@ Property / cites work: Q5680823 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
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+Sub-fractional Brownian motion and its relation to occupation times
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+Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
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+Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\)
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+Tanaka formula for the fractional Brownian motion.
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+A series expansion of fractional Brownian motion
@@ Property / cites work: A series expansion of fractional Brownian motion / rank @@
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+Stochastic integral
@@ Property / cites work: Stochastic integral / rank @@
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+Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
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+Stochastic calculus for fractional Brownian motion and related processes.
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+Stochastic calculus with anticipating integrands
@@ Property / cites work: Stochastic calculus with anticipating integrands / rank @@
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+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
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+Remarks on sub-fractional Bessel processes
@@ Property / cites work: Remarks on sub-fractional Bessel processes / rank @@
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+Remarks on an integral functional driven by sub-fractional Brownian motion
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+Some properties of the sub-fractional Brownian motion
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+Inner product spaces of integrands associated to subfractional Brownian motion
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+On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
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+On the collision local time of sub-fractional Brownian motions
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+An inequality of the Hölder type, connected with Stieltjes integration
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@@ Property / DOI @@
+.1016/J.SPL.2011.10.002
@@ Property / DOI: 10.1016/J.SPL.2011.10.002 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:419214