Stochastic calculus with respect to fractional Brownian motion (Q2458944): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2314044765 / rank | |||
Normal rank | |||
Revision as of 23:00, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic calculus with respect to fractional Brownian motion |
scientific article |
Statements
Stochastic calculus with respect to fractional Brownian motion (English)
0 references
5 November 2007
0 references
stochastic integrals
0 references
Malliavin calculus
0 references
change of variable formulas
0 references
