Transformation formulas for fractional Brownian motion (Q855681)
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scientific article; zbMATH DE number 5078099
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Transformation formulas for fractional Brownian motion |
scientific article; zbMATH DE number 5078099 |
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Transformation formulas for fractional Brownian motion (English)
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7 December 2006
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integral transform
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fractional calculus
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stochastic integration
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0.849550724029541
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0.7880836129188538
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0.7802347540855408
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0.7731563448905945
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0.7711040377616882
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