Some topics in fractional Brownian motion
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Publication:3639751
DOI10.3233/RDA-2009-0013zbMath1196.60067MaRDI QIDQ3639751
Publication date: 26 October 2009
Published in: Risk and Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3233/rda-2009-0013
60G22: Fractional processes, including fractional Brownian motion
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H05: Stochastic integrals