A stochastic calculus for Rosenblatt processes
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Publication:2145804
DOI10.1016/j.spa.2020.01.004zbMath1494.60058arXiv1908.00296OpenAlexW3000682270WikidataQ114013049 ScholiaQ114013049MaRDI QIDQ2145804
Petr Čoupek, Tyrone E. Duncan, Bozenna Pasik-Duncan
Publication date: 20 June 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.00296
Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (3)
Advances in noise modeling for stochastic systems in optimal control ⋮ Optimal controls for fractional stochastic differential systems driven by Rosenblatt process with impulses ⋮ Stochastic integration with respect to fractional processes in Banach spaces
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