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Integration with respect to the non-commutative fractional Brownian motion - MaRDI portal

Integration with respect to the non-commutative fractional Brownian motion (Q2419672)

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Integration with respect to the non-commutative fractional Brownian motion
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    title
    Integration with respect to the non-commutative fractional Brownian motion (English)
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    DOI
    10.3150/18-BEJ1048
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    author
    Aurélien Deya
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    René Schott
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    published in
    Bernoulli
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    publication date
    14 June 2019
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    Mathematics Subject Classification ID
    60H05
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    60G22
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    46L35
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    zbMATH DE Number
    7066252
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    zbMATH Keywords
    integration theory
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    non-commutative fractional Brownian motion
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    non-commutative stochastic calculus
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    arXiv ID
    1803.04834
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    Wikidata QID
    Q127708256
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