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Girsanov theorem for multifractional Brownian processes - MaRDI portal

Girsanov theorem for multifractional Brownian processes (Q5056592)

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scientific article; zbMATH DE number 7629431
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English
Girsanov theorem for multifractional Brownian processes
scientific article; zbMATH DE number 7629431

    Statements

    title
    Girsanov theorem for multifractional Brownian processes (English)
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    author
    Fabian A. Harang
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    Torstein Nilssen
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    Frank Norbert Proske
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    published in
    Stochastics
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    publication date
    8 December 2022
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    zbMATH Keywords
    multifractional calculus
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    fractional calculus of variable order
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    multifractional Brownian motion
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    regularization
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    stochastic differential equations
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    Identifiers

    Mathematics Subject Classification ID
    60H05
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    60G15
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    60G22
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    60H30
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    zbMATH DE Number
    7629431
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    OpenAlex ID
    W4210565337
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    Wikidata QID
    Q113848398
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    arXiv ID
    1706.07387
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