Integral representation with respect to fractional Brownian motion under a log-Hölder assumption (Q340777): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1509.03894 / rank | |||
Normal rank | |||
Revision as of 12:36, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integral representation with respect to fractional Brownian motion under a log-Hölder assumption |
scientific article |
Statements
Integral representation with respect to fractional Brownian motion under a log-Hölder assumption (English)
0 references
15 November 2016
0 references
log-Hölder continuity
0 references
fractional Brownian motion
0 references
integral representation
0 references
fractional integral
0 references
small deviation
0 references
