Stochastic integration with respect to the sub-fractional Brownian motion with (Q419214)
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scientific article; zbMATH DE number 6036300
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| English | Stochastic integration with respect to the sub-fractional Brownian motion with |
scientific article; zbMATH DE number 6036300 |
Statements
Stochastic integration with respect to the sub-fractional Brownian motion with (English)
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18 May 2012
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Malliavin calculus
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sub-fractional Brownian motion
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stochastic integration
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Itô formula
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Tanaka formula
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0.9281641244888306
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0.8608457446098328
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0.8508612513542175
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0.8502562046051025
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0.8491100668907166
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