Some linear fractional stochastic equations (Q5485914)
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scientific article; zbMATH DE number 5051480
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Some linear fractional stochastic equations |
scientific article; zbMATH DE number 5051480 |
Statements
Some linear fractional stochastic equations (English)
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4 September 2006
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fractional Brownian motion
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fractional Brownian sheet
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multiple stochastic integral
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Girsanov transform
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0.8737626075744629
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0.8635632395744324
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0.8634063005447388
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0.860942006111145
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