scientific article; zbMATH DE number 860010

zbMATH Open0846.60057MaRDI QIDQ4870779FDOQ4870779

Authors: A. S. Üstünel, Laurent Decreusefond 

Publication date: 8 September 1996

Title of this publication is not available (Why is that?)

Recommendations

• Stochastic analysis of the fractional Brownian motion
• Stochastic calculus with respect to fractional Brownian motion
• Stochastic Calculus for Fractional Brownian Motion I. Theory
• Fractional Brownian motion: theory and applications
• Fractional Brownian motion: stochastic calculus and applications

zbMATH Keywords

Gaussian processfractional Brownian motionItô-type formula

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes and stochastic analysis on manifolds (58J65)

Cited In (7)

• A frequency domain approach to some results on fractional Brownian motion
• The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes
• An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion
• Some aspects of stochastic calculus for the sub-fractional Brownian motion
• Limit theorems for logarithmic averages of fractional Brownian motions
• Stochastic calculus for fractional Brownian motion and related processes.
• Title not available (Why is that?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4870779)