Stochastic integration with respect to fractional Brownian motion defined by non-uniform Riemann

zbMATH Open1164.60413MaRDI QIDQ3538765FDOQ3538765

Authors: Jinshu Chen 

Publication date: 24 November 2008

Recommendations

• Stochastic integration with respect to the fractional Brownian motion
• Stochastic calculus with respect to fractional Brownian motion
• An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion
• Stochastic integration with respect to fractional Brownian motion
• scientific article; zbMATH DE number 1595036

zbMATH Keywords

fractional Brownian motionnon-uniform meshesstochastic integralHenstock's approach

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

Cited In (11)

• A new approach to stochastic integration with respect to fractional Brownian motion for no adapted processes
• Stochastic integration with respect to fractional Brownian motion
• Title not available (Why is that?)
• Integration with respect to the non-commutative fractional Brownian motion
• On the fractional stochastic integration for random non-smooth integrands
• Intégrale stochastique pour le mouvement brownien fractionnaire
• On Simpson's rule and fractional Brownian motion with \(H = 1/10\)
• Stochastic analysis of fractional Riesz-Bessel motion
• Riemann integration on complex brownian paths
• Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion
• Stochastic integration with respect to the fractional Brownian motion

This page was built for publication: Stochastic integration with respect to fractional Brownian motion defined by non-uniform Riemann

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3538765)