Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\) (Q2490071)
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scientific article; zbMATH DE number 5021161
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| English | Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\) |
scientific article; zbMATH DE number 5021161 |
Statements
Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\) (English)
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28 April 2006
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Fractional Brownian motion
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Hu-Meyer formula
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Itô-type multiple integral
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Stratonovich multiple integral
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0.9008267521858216
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0.8936619162559509
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0.8626287579536438
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0.8525917530059814
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0.8494564294815063
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