<i>Q</i>-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market (Q3611813): Difference between revisions
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Revision as of 13:01, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | <i>Q</i>-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market |
scientific article |
Statements
<i>Q</i>-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market (English)
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3 March 2009
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Clark-Haussmann-Ocone theorem
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fractional white noise calculus
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Girsanov's formula
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infinite-dimensional Black-Scholes market
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\(Q\)-fractional Brownian motion in infinite dimensions
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\(Q\)-fractional hida spaces
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quasi-conditional expectation
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