Pages that link to "Item:Q1858643"
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The following pages link to The fBm Itô's formula through analytic continuation (Q1858643):
Displaying 3 items.
- Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension (Q1019090) (← links)
- Stochastic viability and comparison theorems for mixed stochastic differential equations (Q2340306) (← links)
- Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627) (← links)