Fractional randomness and the Brownian bridge (Q2149284)

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Language	Label	Description	Also known as
English	Fractional randomness and the Brownian bridge	scientific article

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scholarly article

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Fractional randomness and the Brownian bridge (English)

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10.1016/j.physa.2018.02.097

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Charles S. Tapiero

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publication date

28 June 2022

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Mathematics Subject Classification ID

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zbMATH DE Number

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.physa.2018.02.097

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A note on Wick products and the fractional Black-Scholes model

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Arbitrage in fractional Brownian motion models

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Stochastic Calculus for Fractional Brownian Motion I. Theory

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A General Fractional White Noise Theory And Applications To Finance

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FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE

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Fractional Brownian Motions, Fractional Noises and Applications

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Table of some basic fractional calculus formulae derived from a modified Riemann-Liouville derivative for non-differentiable functions

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Stochastic differential equations with fractional Brownian motion input

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On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion

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The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics

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Fractional randomness

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Implied fractional hazard rates and default risk distributions

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Mathematics(1 entry)

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