The stochastic integral with respect to the sub-fractional Brownian motion with \(H > \frac12\) (Q3002147)
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scientific article; zbMATH DE number 5898057
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| English | The stochastic integral with respect to the sub-fractional Brownian motion with \(H > \frac12\) |
scientific article; zbMATH DE number 5898057 |
Statements
19 May 2011
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sub-fractional Brownian motion
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Malliavin calculus
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divergence integral
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\(p\)-variation
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0.9281641244888306
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0.8687589764595032
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0.8687589764595032
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0.8511832356452942
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0.838569700717926
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