On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\)
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Publication:2484680
DOI10.1016/j.aml.2004.05.014zbMath1082.60029OpenAlexW2029239285MaRDI QIDQ2484680
Publication date: 1 August 2005
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2004.05.014
stochastic differential equationMaruama notationstochastic calculus of fractional orderTaylor's series of fractional order
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