White noise-based stochastic calculus with respect to multifractional Brownian motion (Q2875258)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | White noise-based stochastic calculus with respect to multifractional Brownian motion |
scientific article |
Statements
White noise-based stochastic calculus with respect to multifractional Brownian motion (English)
0 references
14 August 2014
0 references
stochastic calculus
0 references
Wick-Itō stochastic integral
0 references
multifractional Brownian motion
0 references
white noise theory
0 references
Gaussian processes
0 references
\(S\)-transform
0 references
Itō formula
0 references
Tanaka formula
0 references
0 references
0 references
0 references
0 references
