Stochastic analysis based on deterministic Brownian motion
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Publication:5951517
DOI10.1007/BF02773385zbMath1010.60049OpenAlexW2049971808MaRDI QIDQ5951517
Publication date: 11 May 2003
Published in: Israel Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02773385
Stochastic integrals (60H05) Self-similar stochastic processes (60G18) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (4)
Hausdorff dimension of the level sets of self-affine functions ⋮ Local time of self-affine sets of Brownian motion type and the jigsaw puzzle problem ⋮ Local time of self-affine sets of Brownian motion type -- revisited ⋮ Numeration systems, fractals and stochastic processes
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