Stochastic Calculus for Fractional Brownian Motion I. Theory (Q4943736)
From MaRDI portal
scientific article; zbMATH DE number 1416962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Calculus for Fractional Brownian Motion I. Theory |
scientific article; zbMATH DE number 1416962 |
Statements
Stochastic Calculus for Fractional Brownian Motion I. Theory (English)
0 references
19 March 2000
0 references
fractional Brownian motion
0 references
stochastic calculus
0 references
Itô integral
0 references
Stratonovich integral
0 references
Itô formula
0 references
Wick product
0 references
Itô calculus
0 references
multiple Itô integrals
0 references
multiple Stratonovich integrals
0 references
