On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis (Q5170127): Difference between revisions
From MaRDI portal
Revision as of 19:15, 8 July 2024
scientific article; zbMATH DE number 6318392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis |
scientific article; zbMATH DE number 6318392 |
Statements
On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis (English)
0 references
18 July 2014
0 references
stochastic integral
0 references
Volterra process
0 references
volatility modulation
0 references
white noise analysis
0 references
Malliavin derivative
0 references
Skorohod integral
0 references
0 references
