Stochastic integration with respect to the sub-fractional Brownian motion with (Q419214): Difference between revisions

@@ Property / author @@
+Chao Chen
@@ Property / author: Chao Chen / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G15
@@ Property / Mathematics Subject Classification ID: 60G15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H07
@@ Property / Mathematics Subject Classification ID: 60H07 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6036300
@@ Property / zbMATH DE Number: 6036300 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Malliavin calculus
@@ Property / zbMATH Keywords: Malliavin calculus / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+sub-fractional Brownian motion
@@ Property / zbMATH Keywords: sub-fractional Brownian motion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic integration
@@ Property / zbMATH Keywords: stochastic integration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Itô formula
@@ Property / zbMATH Keywords: Itô formula / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Tanaka formula
@@ Property / zbMATH Keywords: Tanaka formula / rank @@
+Normal rank

Revision as of 20:18, 29 June 2023