Integral representation with respect to fractional Brownian motion under a log-Hölder assumption (Q340777): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60H05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G22 / rank | |||
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| Property / zbMATH DE Number: 6652925 / rank | |||
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log-Hölder continuity | |||
| Property / zbMATH Keywords: log-Hölder continuity / rank | |||
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fractional Brownian motion | |||
| Property / zbMATH Keywords: fractional Brownian motion / rank | |||
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integral representation | |||
| Property / zbMATH Keywords: integral representation / rank | |||
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fractional integral | |||
| Property / zbMATH Keywords: fractional integral / rank | |||
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small deviation | |||
| Property / zbMATH Keywords: small deviation / rank | |||
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Revision as of 07:07, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integral representation with respect to fractional Brownian motion under a log-Hölder assumption |
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Statements
Integral representation with respect to fractional Brownian motion under a log-Hölder assumption (English)
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15 November 2016
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log-Hölder continuity
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fractional Brownian motion
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integral representation
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fractional integral
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small deviation
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