Stochastic integration with respect to fractional Brownian motion defined by non-uniform Riemann (Q3538765)
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scientific article; zbMATH DE number 5371779
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| English | Stochastic integration with respect to fractional Brownian motion defined by non-uniform Riemann |
scientific article; zbMATH DE number 5371779 |
Statements
24 November 2008
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fractional Brownian motion
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stochastic integral
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non-uniform meshes
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Henstock's approach
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0.8245781064033508
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0.8245781064033508
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0.8235825300216675
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0.8220611810684204
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