Constructing a Stochastic Integral of a Nonrandom Function without Orthogonality of the Noise (Q5472359)
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scientific article; zbMATH DE number 5031058
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constructing a Stochastic Integral of a Nonrandom Function without Orthogonality of the Noise |
scientific article; zbMATH DE number 5031058 |
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Constructing a Stochastic Integral of a Nonrandom Function without Orthogonality of the Noise (English)
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9 June 2006
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multiple stochastic integral
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Gaussian process
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fractional Brownian motion
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