Transformation formulas for fractional Brownian motion (Q855681)

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Transformation formulas for fractional Brownian motion
scientific article

    Statements

    title
    Transformation formulas for fractional Brownian motion (English)
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    author
    Céline Jost
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    publication date
    7 December 2006
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    zbMATH Keywords
    integral transform
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    fractional calculus
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    stochastic integration
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    Identifiers

    Mathematics Subject Classification ID
    60G15
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    60G18
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    26A33
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    60H05
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    zbMATH DE Number
    5078099
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