Stochastic Calculus for Fractional Brownian Motion I. Theory (Q4943736)
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scientific article; zbMATH DE number 1416962
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic Calculus for Fractional Brownian Motion I. Theory |
scientific article; zbMATH DE number 1416962 |
Statements
Stochastic Calculus for Fractional Brownian Motion I. Theory (English)
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19 March 2000
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fractional Brownian motion
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stochastic calculus
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Itô integral
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Stratonovich integral
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Itô formula
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Wick product
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Itô calculus
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multiple Itô integrals
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multiple Stratonovich integrals
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0.8983199596405029
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0.8956424593925476
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0.8956424593925476
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