Random variables as pathwise integrals with respect to fractional Brownian motion (Q2444645): Difference between revisions

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Random variables as pathwise integrals with respect to fractional Brownian motion
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    Random variables as pathwise integrals with respect to fractional Brownian motion (English)
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    10 April 2014
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    pathwise stochastic integral
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    fractional Brownian motion
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    generalized Lebesgue-Stieltjes integral
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    divergence integral
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    fractional Black-Scholes model
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