Pathwise Decompositions of Brownian Semistationary Processes (Q5380532): Difference between revisions

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Revision as of 10:32, 30 July 2024

scientific article; zbMATH DE number 7062747
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English
Pathwise Decompositions of Brownian Semistationary Processes
scientific article; zbMATH DE number 7062747

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    Pathwise Decompositions of Brownian Semistationary Processes (English)
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    5 June 2019
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    Brownian semistationary processes
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    fractional Brownian motion
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    stationary processes
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    Volterra processes
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    Itô's formula
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