scientific article; zbMATH DE number 5955783
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Publication:3173822
zbMATH Open1230.60072MaRDI QIDQ3173822FDOQ3173822
Authors: K. Kubilius 
Publication date: 10 October 2011
Title of this publication is not available (Why is that?)
Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
Cited In (18)
- Stochastic integration with respect to fractional Brownian motion
- On polygonal approximation of brownian motion in stochastic integral
- Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals
- On the approximate discrete KLT of fractional Brownian motion and applications
- Title not available (Why is that?)
- Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions
- The stochastic Fubini theorem for integrals containing random integrand and fractional Brownian motion as integrator
- On the approximations of point measures associated with the Brownian web by means of the fractional step method and discretization of the initial interval
- On the fractional stochastic integration for random non-smooth integrands
- Intégrale stochastique pour le mouvement brownien fractionnaire
- Approximation of fractional Brownian motion by Wiener integrals
- An \(S\)-transform approach to integration with respect to a fractional Brownian motion
- Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion
- Approximation of fractional Brownian sheet by Wiener integral
- Stochastic integration with respect to the fractional Brownian motion
- Approximation of stochastic Hammerstein integral equation with fractional Brownian motion input
- Optimal Approximation of the Second Iterated Integral of Brownian Motion
- Stieltjes integrals of Hölder continuous functions with applications to fractional Brownian motion
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