Stochastic Calculus for Fractional Brownian Motion and Applications (Q5452309)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5253979
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic Calculus for Fractional Brownian Motion and Applications |
scientific article; zbMATH DE number 5253979 |
Statements
Stochastic Calculus for Fractional Brownian Motion and Applications (English)
0 references
26 March 2008
0 references
fractional Brownian motion
0 references
stochastic integration
0 references
fractional stochastic calculus
0 references
Malliavin calculus
0 references
Wick-Itô-Stratonovich integral
0 references
divergence integral
0 references
Hurst parameter
0 references
stochastic partial differential equations with fractional noise
0 references
fractional white noise
0 references
backward stochastic differential equations with fractional noise
0 references
0.8701138496398926
0 references
0.8694115281105042
0 references
0.8692917823791504
0 references
0.8656647205352783
0 references
0.8614416718482971
0 references
