Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM (Q6131967)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM |
scientific article; zbMATH DE number 7834378
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM |
scientific article; zbMATH DE number 7834378 |
Statements
Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM (English)
0 references
18 April 2024
0 references
tempered fractional Brownian motion
0 references
stochastic integral
0 references
Malliavin calculus
0 references
Wick product
0 references
Itô formula
0 references
stochastic differential equation
0 references
general decay
0 references
stochastic stability
0 references
