Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\) (Q2490071): Difference between revisions
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Revision as of 08:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\) |
scientific article |
Statements
Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\) (English)
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28 April 2006
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Fractional Brownian motion
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Hu-Meyer formula
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Itô-type multiple integral
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Stratonovich multiple integral
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