An integral functional driven by fractional Brownian motion (Q2000147)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An integral functional driven by fractional Brownian motion |
scientific article; zbMATH DE number 7074609
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An integral functional driven by fractional Brownian motion |
scientific article; zbMATH DE number 7074609 |
Statements
An integral functional driven by fractional Brownian motion (English)
0 references
28 June 2019
0 references
fractional Brownian motion
0 references
Malliavin calculus
0 references
local time
0 references
fractional Itô formula
0 references
Cauchy's principal value
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8350684642791748
0 references
0.8242851495742798
0 references
0.8071909546852112
0 references
0.807045578956604
0 references
0.8047575950622559
0 references
