Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review
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Publication:2205695
DOI10.1016/J.CNSNS.2017.08.001OpenAlexW2743815945MaRDI QIDQ2205695
Publication date: 21 October 2020
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cnsns.2017.08.001
fractional Brownian motionstochastic differential equationsstochastic integrationWick calculusGaussian and non-Gaussian white noise
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