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
    0 references

    Identifiers