The law of a stochastic integral with respect to subfractional Brownian motions (Q3558468)
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scientific article; zbMATH DE number 5703858
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| English | The law of a stochastic integral with respect to subfractional Brownian motions |
scientific article; zbMATH DE number 5703858 |
Statements
5 May 2010
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sub-fractional Brownian motion
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stochastic integral
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characteristic function
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0.8836110830307007
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0.8745520710945129
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0.8456026315689087
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0.818557858467102
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