Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions (Q2434498)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions |
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Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions (English)
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6 February 2014
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fractional Brownian motions
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multifractional Brownian motions
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Gaussian processes
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convergence in law
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white noise theory
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Wick-Itō integral
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Skorohod integral
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pathwise integral
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