Stochastic analysis of fractional Riesz-Bessel motion (Q4516136)
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scientific article; zbMATH DE number 1535866
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic analysis of fractional Riesz-Bessel motion |
scientific article; zbMATH DE number 1535866 |
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Stochastic analysis of fractional Riesz-Bessel motion (English)
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27 November 2000
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fractional Riesz-Bessel motion
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stochastic integrals
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Itô formula
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dominated convergence theorem
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stochastic mean value theorem
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