Stochastic differential equations for fractional Brownian motions (Q4511648)
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scientific article; zbMATH DE number 1523675
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations for fractional Brownian motions |
scientific article; zbMATH DE number 1523675 |
Statements
Stochastic differential equations for fractional Brownian motions (English)
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14 March 2002
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stochastic differential equations
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dyadic approximations
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fractional Brownian motion with Hurst parameter
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Wong-Zakai-type approximation
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