Stochastic integration with respect to the fractional Brownian motion (Q4707544)
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scientific article; zbMATH DE number 1926026
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic integration with respect to the fractional Brownian motion |
scientific article; zbMATH DE number 1926026 |
Statements
Stochastic integration with respect to the fractional Brownian motion (English)
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23 November 2003
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fractional Brownian motion
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stochastic integral
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Malliavin calculus
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maximal inequalities
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Itô's formula
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0.99954677
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0.99954677
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0.95945716
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0.95841056
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0.9570973
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0.9570024
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0.94993854
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