Covariance of stochastic integrals with respect to fractional Brownian motion (Q1747791)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Covariance of stochastic integrals with respect to fractional Brownian motion |
scientific article |
Statements
Covariance of stochastic integrals with respect to fractional Brownian motion (English)
0 references
27 April 2018
0 references
fractional Brownian motion
0 references
divergence integral
0 references
stochastic integral
0 references
fractional Bessel process
0 references