On the fractional stochastic integration for random non-smooth integrands (Q6046005)
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scientific article; zbMATH DE number 7685964
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| English | On the fractional stochastic integration for random non-smooth integrands |
scientific article; zbMATH DE number 7685964 |
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On the fractional stochastic integration for random non-smooth integrands (English)
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15 May 2023
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stochastic integration
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fractional Brownian motion
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random integrands
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Hurst parameter
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forecast error
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0.9579281
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0.94269234
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0.9309348
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0.9307491
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0.92314047
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