Stochastic calculus with respect to fractional Brownian motion (Q2458944): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:13, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic calculus with respect to fractional Brownian motion |
scientific article |
Statements
Stochastic calculus with respect to fractional Brownian motion (English)
0 references
5 November 2007
0 references
stochastic integrals
0 references
Malliavin calculus
0 references
change of variable formulas
0 references
