Transformation formulas for fractional Brownian motion (Q855681): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spa.2006.02.006 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1978989007 / rank | |||
Normal rank | |||
Revision as of 23:21, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transformation formulas for fractional Brownian motion |
scientific article |
Statements
Transformation formulas for fractional Brownian motion (English)
0 references
7 December 2006
0 references
integral transform
0 references
fractional calculus
0 references
stochastic integration
0 references
