Pages that link to "Item:Q5264665"
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The following pages link to From Stochastic Integration wrt Fractional Brownian Motion to Stochastic Integration wrt Multifractional Brownian Motion (Q5264665):
Displaying 5 items.
- Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions (Q2434498) (← links)
- An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (Q5876563) (← links)
- Stochastic calculus with respect to Gaussian processes (Q5915903) (← links)
- Multifractional Hermite processes: definition and first properties (Q6056578) (← links)
- General transfer formula for stochastic integral with respect to multifractional Brownian motion (Q6204809) (← links)
