Stochastic calculus with respect to fractional Brownian motion (Q2458944)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic calculus with respect to fractional Brownian motion |
scientific article |
Statements
Stochastic calculus with respect to fractional Brownian motion (English)
0 references
5 November 2007
0 references
stochastic integrals
0 references
Malliavin calculus
0 references
change of variable formulas
0 references
0 references
0 references
0 references
0 references
