Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion (Q2937459)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion |
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Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion (English)
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9 January 2015
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fractional Brownian motion
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adapted Hölder continuous process
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stochastic integral
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generalized Lebesgue-Stieltjes integral
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