Forward and symmetric Wick-Itô integrals with respect to fractional Brownian motion (Q2048181)
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scientific article; zbMATH DE number 7379094
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| English | Forward and symmetric Wick-Itô integrals with respect to fractional Brownian motion |
scientific article; zbMATH DE number 7379094 |
Statements
Forward and symmetric Wick-Itô integrals with respect to fractional Brownian motion (English)
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5 August 2021
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fractional Brownian motion (fBm)
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forward integral
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Malliavin calculus
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Wick product
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0.8729602098464966
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0.8250941038131714
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0.8140658140182495
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0.8102152943611145
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