Random variables as pathwise integrals with respect to fractional Brownian motion (Q2444645): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2137534276 / rank | |||
Normal rank | |||
Revision as of 20:48, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random variables as pathwise integrals with respect to fractional Brownian motion |
scientific article |
Statements
Random variables as pathwise integrals with respect to fractional Brownian motion (English)
0 references
10 April 2014
0 references
pathwise stochastic integral
0 references
fractional Brownian motion
0 references
generalized Lebesgue-Stieltjes integral
0 references
divergence integral
0 references
fractional Black-Scholes model
0 references
