On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half (Q4464388)
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scientific article; zbMATH DE number 2067812
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| English | On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half |
scientific article; zbMATH DE number 2067812 |
Statements
On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half (English)
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27 May 2004
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fractional Brownian motion
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fractional chaos expansion
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fractional Clark-Ocone formula
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quasi-conditional expectation
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0.8613039255142212
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0.7522878050804138
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0.7522878050804138
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0.7488824129104614
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