FORWARD INTEGRALS AND AN ITÔ FORMULA FOR FRACTIONAL BROWNIAN MOTION (Q3519916)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5313666
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | FORWARD INTEGRALS AND AN ITÔ FORMULA FOR FRACTIONAL BROWNIAN MOTION |
scientific article; zbMATH DE number 5313666 |
Statements
FORWARD INTEGRALS AND AN ITÔ FORMULA FOR FRACTIONAL BROWNIAN MOTION (English)
0 references
19 August 2008
0 references
stochastic integrals
0 references
Itô formula
0 references
fractional Brownian motion
0 references
Wick-Itô-Skorochod integral
0 references
Malliavin derivative
0 references
0 references
0 references
0 references
0 references
0 references
0.8729602098464966
0 references
0.8544888496398926
0 references
0.8337430357933044
0 references
0.8254585862159729
0 references
