Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions (Q2434498)
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scientific article; zbMATH DE number 6255779
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| English | Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions |
scientific article; zbMATH DE number 6255779 |
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Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions (English)
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6 February 2014
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fractional Brownian motions
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multifractional Brownian motions
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Gaussian processes
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convergence in law
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white noise theory
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Wick-Itō integral
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Skorohod integral
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pathwise integral
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0.9484727
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0.9468985
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0.94689846
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0.92722917
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0.92541754
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