On a ogawa–type integral with application to the fractional brownian motion (Q4495503): Difference between revisions

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Property / cites work: Sur une intégrale pour les processus à \(\alpha\)-variation bornée. (On an integral for processes with bounded \(\alpha\)-variation) / rank
 
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Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank
 
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Property / cites work: On the relation between the Stratonovich and Ogawa integrals / rank
 
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Property / cites work: Integration with respect to fractal functions and stochastic calculus. I / rank
 
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Latest revision as of 12:59, 30 May 2024

scientific article; zbMATH DE number 1488610
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English
On a ogawa–type integral with application to the fractional brownian motion
scientific article; zbMATH DE number 1488610

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    On a ogawa–type integral with application to the fractional brownian motion (English)
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    14 March 2002
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    deterministic Ogawa-type integral
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    Stratonovich integral
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    Besov regularity property
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    stochastic Ogawa integral
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