On a ogawa–type integral with application to the fractional brownian motion (Q4495503): Difference between revisions
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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
Language | Label | Description | Also known as |
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English | On a ogawa–type integral with application to the fractional brownian motion |
scientific article; zbMATH DE number 1488610 |
Statements
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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