Integral representation with respect to fractional Brownian motion under a log-Hölder assumption (Q340777): Difference between revisions

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+On hedging European options in geometric fractional Brownian motion market model
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+Stochastic calculus for fractional Brownian motion and related processes.
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+Random variables as pathwise integrals with respect to fractional Brownian motion
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+Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion
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+Integration with respect to fractal functions and stochastic calculus. I
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