The fBm Itô's formula through analytic continuation (Q1858643)
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scientific article; zbMATH DE number 1868579
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| English | The fBm Itô's formula through analytic continuation |
scientific article; zbMATH DE number 1868579 |
Statements
The fBm Itô's formula through analytic continuation (English)
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13 February 2003
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Wiener space
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Sobolev space
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stochastic integral
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fractional Brownian motion
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Itô's formula
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0.7854553461074829
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0.7825278043746948
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0.7807176113128662
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0.7797135710716248
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