Intégrale stochastique pour le mouvement brownien fractionnaire
From MaRDI portal
Publication:4950767
DOI10.1016/S0764-4442(00)00134-8zbMath0951.60042OpenAlexW2024719435MaRDI QIDQ4950767
Philippe Carmona, Laure Coutin
Publication date: 13 December 2000
Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0764-4442(00)00134-8
Gaussian processes (60G15) Brownian motion (60J65) General theory of stochastic processes (60G07) Stochastic integrals (60H05) (L^p)-limit theorems (60F25)
Related Items
A New Approach to Stochastic Integration with Respect to Fractional Brownian Motion for No Adapted Processes ⋮ Tanaka formula for the fractional Brownian motion. ⋮ Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\) ⋮ Unnamed Item ⋮ Evolution equations driven by a fractional Brownian motion ⋮ Semimartingale approximation of fractional Brownian motion and its applications ⋮ Affine fractional stochastic volatility models ⋮ Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). ⋮ Probabilistic models for vortex filaments based on fractional Brownian motion. ⋮ Stability of stochastic differential equation with linear fractal noise ⋮ Stochastic modeling in nanoscale biophysics: subdiffusion within proteins ⋮ Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion
