Stochastic integral for non-adapted processes related to sub-fractional Brownian motion when \(H>\frac{1}{2}\) (Q5164680)
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scientific article; zbMATH DE number 7425657
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| English | Stochastic integral for non-adapted processes related to sub-fractional Brownian motion when \(H>\frac{1}{2}\) |
scientific article; zbMATH DE number 7425657 |
Statements
Stochastic Integral for Non-Adapted Processes Related to Sub-Fractional Brownian Motion when $H>1/2$ (English)
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12 November 2021
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stochastic integral
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sub-fractional Brownian motion
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non-adapted process
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near martingale
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0.8324770927429199
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0.8296657204627991
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0.8060838580131531
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0.7968215346336365
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