General transfer formula for stochastic integral with respect to multifractional Brownian motion
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Publication:6204809
DOI10.1007/s10959-023-01258-5MaRDI QIDQ6204809
Christian Bender, Joachim Lebovits, Jacques Lévy-Véhel
Publication date: 2 April 2024
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Fractional processes, including fractional Brownian motion (60G22) White noise theory (60H40) Stochastic integrals (60H05)
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