Stochastic calculus for fractional Lévy processes
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Publication:5414983
DOI10.1142/S0219025714500064zbMath1291.60076OpenAlexW2105836300MaRDI QIDQ5414983
Publication date: 8 May 2014
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219025714500064
Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) White noise theory (60H40) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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