The Itô formula for fractional Brownian fields (Q5488434)
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scientific article; zbMATH DE number 5055410
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| default for all languages | No label defined |
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| English | The Itô formula for fractional Brownian fields |
scientific article; zbMATH DE number 5055410 |
Statements
19 September 2006
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stochastic integral
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Hölder field
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Hurst index
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0.8220357298851013
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0.8185907602310181
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0.8158003091812134
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0.8108015060424805
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