FORWARD INTEGRALS AND AN ITÔ FORMULA FOR FRACTIONAL BROWNIAN MOTION (Q3519916)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FORWARD INTEGRALS AND AN ITÔ FORMULA FOR FRACTIONAL BROWNIAN MOTION |
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FORWARD INTEGRALS AND AN ITÔ FORMULA FOR FRACTIONAL BROWNIAN MOTION (English)
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19 August 2008
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stochastic integrals
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Itô formula
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fractional Brownian motion
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Wick-Itô-Skorochod integral
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Malliavin derivative
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