Girsanov theorem for multifractional Brownian processes (Q5056592)
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scientific article; zbMATH DE number 7629431
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Girsanov theorem for multifractional Brownian processes |
scientific article; zbMATH DE number 7629431 |
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Girsanov theorem for multifractional Brownian processes (English)
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8 December 2022
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multifractional calculus
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fractional calculus of variable order
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multifractional Brownian motion
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regularization
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stochastic differential equations
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