Pages that link to "Item:Q1592269"
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The following pages link to An isometric approach to generalized stochastic integrals (Q1592269):
Displaying 6 items.
- A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4 (Q1017711) (← links)
- Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879) (← links)
- On the connection between Molchan-Golosov and Mandelbrot-van Ness representations of fractional Brownian motion (Q2426596) (← links)
- A generalization of the Wick-Itô stochastic integral (Q2476524) (← links)
- Discrete approximation of stochastic integrals with respect to fractional Brownian motion of Hurst index<i>H</i>>1/2 (Q3541200) (← links)
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion (Q5933616) (← links)
