A stochastic calculus for Rosenblatt processes (Q2145804)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    A stochastic calculus for Rosenblatt processes
    scientific article

      Statements

      A stochastic calculus for Rosenblatt processes (English)
      0 references
      0 references
      0 references
      0 references
      20 June 2022
      0 references
      Rosenblatt process
      0 references
      stochastic calculus
      0 references
      Itô formula
      0 references
      Skorokhod integral
      0 references
      forward integral
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references