The weak stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6 (Q638368)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The weak stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6 |
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The weak stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6 (English)
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9 September 2011
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stochastic integration
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Stratonovich integral
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fractional Brownian motion
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weak convergence
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Malliavin calculus
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