A New Approach to Stochastic Integration with Respect to Fractional Brownian Motion for No Adapted Processes (Q5033268)
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scientific article; zbMATH DE number 7478723
Language | Label | Description | Also known as |
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English | A New Approach to Stochastic Integration with Respect to Fractional Brownian Motion for No Adapted Processes |
scientific article; zbMATH DE number 7478723 |
Statements
A New Approach to Stochastic Integration with Respect to Fractional Brownian Motion for No Adapted Processes (English)
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22 February 2022
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fractional Brownian motion
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Lévy-Hida representation
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stochastic integration
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Gaussian measure
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instantly independent processes
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