On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis (Q5170127): Difference between revisions
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Revision as of 00:22, 20 April 2024
scientific article; zbMATH DE number 6318392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis |
scientific article; zbMATH DE number 6318392 |
Statements
On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis (English)
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18 July 2014
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stochastic integral
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Volterra process
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volatility modulation
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white noise analysis
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Malliavin derivative
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Skorohod integral
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