White noise-based stochastic calculus with respect to multifractional Brownian motion (Q2875258)
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scientific article; zbMATH DE number 6330191
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| English | White noise-based stochastic calculus with respect to multifractional Brownian motion |
scientific article; zbMATH DE number 6330191 |
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White noise-based stochastic calculus with respect to multifractional Brownian motion (English)
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14 August 2014
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stochastic calculus
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Wick-Itō stochastic integral
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multifractional Brownian motion
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white noise theory
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Gaussian processes
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\(S\)-transform
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Itō formula
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Tanaka formula
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0.8894343972206116
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0.8726534247398376
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0.8525019884109497
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0.8426926136016846
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0.8314363360404968
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