A stochastic calculus for Rosenblatt processes (Q2145804): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Tyrone E. Duncan / rank | |||
| Property / author | |||
| Property / author: Bozenna Pasik-Duncan / rank | |||
Revision as of 21:22, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic calculus for Rosenblatt processes |
scientific article |
Statements
A stochastic calculus for Rosenblatt processes (English)
0 references
20 June 2022
0 references
Rosenblatt process
0 references
stochastic calculus
0 references
Itô formula
0 references
Skorokhod integral
0 references
forward integral
0 references
