Integral transformations and anticipative calculus for fractional Brownian motions (Q3022807): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1090/memo/0825 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2065382788 / rank | |||
Normal rank | |||
Latest revision as of 15:28, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integral transformations and anticipative calculus for fractional Brownian motions |
scientific article |
Statements
Integral transformations and anticipative calculus for fractional Brownian motions (English)
0 references
30 June 2005
0 references
integro-differential transformation
0 references
probability structure preserving
0 references
approximation
0 references
stochastic integral
0 references
Meyer's inequality
0 references
\(L_p\) estimate
0 references
Itô formula
0 references
integration by parts formula
0 references
Clark derivative
0 references
nonliner translation
0 references
Radon-Nikodym derivative
0 references
conditioning
0 references
continuous modification
0 references
linear quadratic control
0 references
Riccati equation
0 references
