No label defined (Q4445186)
From MaRDI portal
scientific article; zbMATH DE number 2034523
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article; zbMATH DE number 2034523 |
Statements
28 January 2004
0 references
fractional Brownian motion
0 references
stochastic differential equation
0 references
Girsanov theorem
0 references