Stochastic integration for tempered fractional Brownian motion
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Publication:402481
DOI10.1016/j.spa.2014.03.002zbMath1329.60166WikidataQ33657495 ScholiaQ33657495MaRDI QIDQ402481
Mark M. Meerschaert, Farzad Sabzikar
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
fractional calculus; stochastic integration; fractional Sobolev space; tempered fractional Brownian motion