Stochastic integration for fractional Levy process and stochastic differential equation driven by fractional Levy noise (Q2923870)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Stochastic integration for fractional Levy process and stochastic differential equation driven by fractional Levy noise
scientific article

    Statements

    0 references
    0 references
    3 November 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    white noise analysis
    0 references
    fractional Lévy processes
    0 references
    Skorokhod integral
    0 references
    stochastic differential equations
    0 references
    0 references
    math.PR
    0 references
    math-ph
    0 references
    math.DS
    0 references
    math.MP
    0 references
    math.ST
    0 references
    stat.TH
    0 references