Stochastic analysis of fractional brownian motions (Q4357816)
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scientific article; zbMATH DE number 1066891
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic analysis of fractional brownian motions |
scientific article; zbMATH DE number 1066891 |
Statements
Stochastic analysis of fractional brownian motions (English)
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4 May 1998
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fractional Brownian motion
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stochastic integration
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stochastic differential equation
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quadratic variation
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