Stochastic integration for tempered fractional Brownian motion

DOI10.1016/j.spa.2014.03.002zbMath1329.60166OpenAlexW2148114839WikidataQ33657495 ScholiaQ33657495MaRDI QIDQ402481

Farzad Sabzikar, Mark M. Meerschaert

Publication date: 28 August 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2014.03.002

zbMATH Keywords

fractional calculusstochastic integrationfractional Sobolev spacetempered fractional Brownian motion

Mathematics Subject Classification ID

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

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