A new proof of fractional Hu-Meyer formula and its applications (Q387928)
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scientific article; zbMATH DE number 6239051
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| English | A new proof of fractional Hu-Meyer formula and its applications |
scientific article; zbMATH DE number 6239051 |
Statements
A new proof of fractional Hu-Meyer formula and its applications (English)
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17 December 2013
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Hu-Meyer formula
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fractional Brownian motion
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Stratonovich integral
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mollifier approximation
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0.7833410501480103
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0.7781091332435608
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0.7617565393447876
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0.7574498653411865
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