Integral representation with respect to fractional Brownian motion under a log-Hölder assumption (Q340777)
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scientific article; zbMATH DE number 6652925
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integral representation with respect to fractional Brownian motion under a log-Hölder assumption |
scientific article; zbMATH DE number 6652925 |
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Integral representation with respect to fractional Brownian motion under a log-Hölder assumption (English)
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15 November 2016
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log-Hölder continuity
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fractional Brownian motion
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integral representation
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fractional integral
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small deviation
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