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scientific article; zbMATH DE number 2096685
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scientific article; zbMATH DE number 2096685

    Statements

    author
    David Nualart
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    publication date
    6 September 2004
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    Mathematics Subject Classification ID
    60H05
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    60H07
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    60H10
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    60G18
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    zbMATH DE Number
    2096685
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    zbMATH Keywords
    fractional Brownian motion
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    self-similar process
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    stochastic integral
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    Malliavin calculus
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    Itô's formula
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    stochastic differential equations driven by fractional Brownian motion
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