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Q5255014 - MaRDI portal

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scientific article; zbMATH DE number 6445035
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English
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scientific article; zbMATH DE number 6445035

    Statements

    author
    Vidyadhar Mandrekar
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    Leszek Gawarecki
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    publication date
    11 June 2015
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    zbMATH Keywords
    Gaussian processes
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    Gaussian random fields
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    Skorokhod integral
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    Itō integral
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    Mallivian calculus
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    reproducing kernel Hilbert spaces
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    Schwartz space
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    fractional Brownian motion
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    mathematical finance
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    Identifiers

    Mathematics Subject Classification ID
    60-02
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    60G15
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    60G60
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    60H05
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    60H07
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    60G22
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    46E22
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    91G80
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    zbMATH DE Number
    6445035
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