Stochastic differential equations with fractal noise (Q5463655): Difference between revisions
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| Property / cites work: Integration with respect to Fractal Functions and Stochastic Calculus II / rank | |||
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Latest revision as of 14:06, 10 June 2024
scientific article; zbMATH DE number 2193270
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations with fractal noise |
scientific article; zbMATH DE number 2193270 |
Statements
Stochastic differential equations with fractal noise (English)
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5 August 2005
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forward integral
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quadratic variation process
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anticipating stochastic differential equation
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Besov space
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