Random variables as pathwise integrals with respect to fractional Brownian motion (Q2444645): Difference between revisions
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Revision as of 14:48, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random variables as pathwise integrals with respect to fractional Brownian motion |
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Random variables as pathwise integrals with respect to fractional Brownian motion (English)
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10 April 2014
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pathwise stochastic integral
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fractional Brownian motion
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generalized Lebesgue-Stieltjes integral
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divergence integral
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fractional Black-Scholes model
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