Stochastic analysis of fractional brownian motions (Q4357816)
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scientific article; zbMATH DE number 1066891
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic analysis of fractional brownian motions |
scientific article; zbMATH DE number 1066891 |
Statements
Stochastic analysis of fractional brownian motions (English)
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4 May 1998
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fractional Brownian motion
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stochastic integration
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stochastic differential equation
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quadratic variation
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0.8742667436599731
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0.861445963382721
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0.8368628025054932
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0.8337017893791199
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0.8296726942062378
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