An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion (Q5423744)
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scientific article; zbMATH DE number 5207264
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| English | An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion |
scientific article; zbMATH DE number 5207264 |
Statements
An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion (English)
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31 October 2007
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Gaussian processes
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rough path
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stochastic calculus of variations
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0.95998436
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0.95810217
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0.9446941
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0.94441384
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0.94397825
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0.9324801
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0.9254511
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