Integral representations of some functionals of fractional Brownian motion

zbMath1331.60067arXiv1102.5182MaRDI QIDQ2787519

Heikki Tikanmäki

Publication date: 4 March 2016

Full work available at URL: https://arxiv.org/abs/1102.5182

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05)

Related Items (2)

Forward integration of bounded variation coefficients with respect to Hölder continuous processes ⋮ Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes

This page was built for publication: Integral representations of some functionals of fractional Brownian motion