On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half (Q4464388): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 15:57, 5 March 2024

scientific article; zbMATH DE number 2067812
Language Label Description Also known as
English
On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half
scientific article; zbMATH DE number 2067812

    Statements

    On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half (English)
    0 references
    0 references
    0 references
    27 May 2004
    0 references
    fractional Brownian motion
    0 references
    fractional chaos expansion
    0 references
    fractional Clark-Ocone formula
    0 references
    quasi-conditional expectation
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references