A new proof of fractional Hu-Meyer formula and its applications (Q387928)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A new proof of fractional Hu-Meyer formula and its applications
scientific article

    Statements

    A new proof of fractional Hu-Meyer formula and its applications (English)
    0 references
    0 references
    0 references
    17 December 2013
    0 references
    Hu-Meyer formula
    0 references
    fractional Brownian motion
    0 references
    Stratonovich integral
    0 references
    mollifier approximation
    0 references

    Identifiers