The law of a stochastic integral with two independent bifractional Brownian motions (Q3097895)
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scientific article; zbMATH DE number 5970087
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| English | The law of a stochastic integral with two independent bifractional Brownian motions |
scientific article; zbMATH DE number 5970087 |
Statements
THE LAW OF A STOCHASTIC INTEGRAL WITH TWO INDEPENDENT BIFRACTIONAL BROWNIAN MOTIONS (English)
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10 November 2011
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bifractional Brownian motion
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stochastic integral
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characteristic function
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0.9346498847007751
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0.8836110830307007
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0.7810086011886597
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0.7721107602119446
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0.7629768252372742
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