A \(Q\)-fractional version of Itō's formula (Q2891140)
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scientific article; zbMATH DE number 6045963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A \(Q\)-fractional version of Itō's formula |
scientific article; zbMATH DE number 6045963 |
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13 June 2012
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\(Q\)-fractional Ito formula
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A \(Q\)-fractional version of Itō's formula (English)
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The authors consider a white noise calculus for the fractional Brownian motion with values in a separable Hilbert space, where the covariance operator \(Q\) is a kernel operator (\(Q\)-fractional Brownian motion). The author prove a \(Q\)-fractional version of the Itō formula.
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0.9118182063102722
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0.842739999294281
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0.8151071667671204
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