THE LAW OF A STOCHASTIC INTEGRAL WITH TWO INDEPENDENT BIFRACTIONAL BROWNIAN MOTIONS (Q3097895)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | THE LAW OF A STOCHASTIC INTEGRAL WITH TWO INDEPENDENT BIFRACTIONAL BROWNIAN MOTIONS |
scientific article |
Statements
THE LAW OF A STOCHASTIC INTEGRAL WITH TWO INDEPENDENT BIFRACTIONAL BROWNIAN MOTIONS (English)
0 references
10 November 2011
0 references
bifractional Brownian motion
0 references
stochastic integral
0 references
characteristic function
0 references