Stochastic Calculus for Fractional Brownian Motion and Applications (Q5452309)
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scientific article; zbMATH DE number 5253979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Calculus for Fractional Brownian Motion and Applications |
scientific article; zbMATH DE number 5253979 |
Statements
Stochastic Calculus for Fractional Brownian Motion and Applications (English)
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26 March 2008
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fractional Brownian motion
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stochastic integration
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fractional stochastic calculus
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Malliavin calculus
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Wick-Itô-Stratonovich integral
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divergence integral
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Hurst parameter
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stochastic partial differential equations with fractional noise
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fractional white noise
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backward stochastic differential equations with fractional noise
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