Wick-Itô Formula for Gaussian Processes (Q5478918)
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scientific article; zbMATH DE number 5041002
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wick-Itô Formula for Gaussian Processes |
scientific article; zbMATH DE number 5041002 |
Statements
Wick-Itô Formula for Gaussian Processes (English)
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13 July 2006
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Fractional Brownian motion
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Itô formula
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Malliavin calculus
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Stochastic integration
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