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Fractional Brownian motion: theory and applications - MaRDI portal

Fractional Brownian motion: theory and applications (Q4226120)

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scientific article; zbMATH DE number 1243166
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English
Fractional Brownian motion: theory and applications
scientific article; zbMATH DE number 1243166

    Statements

    title
    Fractional Brownian motion: theory and applications (English)
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    DOI
    10.1051/proc:1998014
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    publication date
    27 January 1999
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    zbMATH DE Number
    1243166
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    zbMATH Keywords
    anticipating stochastic calculus
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    fractional Brownian motion
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    stochastic integral
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    OpenAlex ID
    W2091470385
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