Stochastic integration with respect to the fractional Brownian motion (Q4707544): Difference between revisions

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Latest revision as of 00:05, 20 March 2024

scientific article; zbMATH DE number 1926026
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English
Stochastic integration with respect to the fractional Brownian motion
scientific article; zbMATH DE number 1926026

    Statements

    Stochastic integration with respect to the fractional Brownian motion (English)
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    23 November 2003
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    fractional Brownian motion
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    stochastic integral
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    Malliavin calculus
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    maximal inequalities
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    Itô's formula
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