Fractional geometric mean-reversion processes (Q534760): Difference between revisions
From MaRDI portal
Latest revision as of 00:29, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fractional geometric mean-reversion processes |
scientific article |
Statements
Fractional geometric mean-reversion processes (English)
0 references
10 May 2011
0 references
fractional Brownian motion
0 references
stochastic integrals
0 references
semimartingale
0 references
Malliavin calculus
0 references