Stochastic analysis of fractional brownian motions
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Publication:4357816
DOI10.1080/17442509508834021zbMath0886.60076MaRDI QIDQ4357816
No author found.
Publication date: 4 May 1998
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509508834021
stochastic differential equation; fractional Brownian motion; stochastic integration; quadratic variation
60J65: Brownian motion
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