An Itô type formula for the fractional Brownian motion in Brownian time (Q2514291)
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scientific article; zbMATH DE number 6394955
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An Itô type formula for the fractional Brownian motion in Brownian time |
scientific article; zbMATH DE number 6394955 |
Statements
An Itô type formula for the fractional Brownian motion in Brownian time (English)
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3 February 2015
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fractional Brownian motion
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Itō type formula
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Malliavin calculus
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0.9382290840148926
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0.8287783265113831
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0.8254823684692383
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0.8228532075881958
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0.8209726214408875
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