Publication:4811448
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zbMath1063.60080MaRDI QIDQ4811448
Publication date: 6 September 2004
fractional Brownian motion; Malliavin calculus; stochastic integral; Itô's formula; self-similar process; stochastic differential equations driven by fractional Brownian motion
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H05: Stochastic integrals
60H07: Stochastic calculus of variations and the Malliavin calculus
60G18: Self-similar stochastic processes
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