Young-Stieltjes integrals with respect to Volterra covariance functions

DOI10.1080/07362994.2020.1755310zbMath1456.60134arXiv1806.02214OpenAlexW3019070364MaRDI QIDQ4965507

Nengli Lim

Publication date: 2 March 2021

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.02214

zbMATH Keywords

fractional Brownian motionstochastic analysisVolterra processesYoung-Stieltjes integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items

Infinite dimensional pathwise Volterra processes driven by Gaussian noise -- probabilistic properties and applications --, Skorohod and rough integration for stochastic differential equations driven by Volterra processes

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