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Wick-Itô Formula for Gaussian Processes - MaRDI portal

Wick-Itô Formula for Gaussian Processes (Q5478918)

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scientific article; zbMATH DE number 5041002
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English
Wick-Itô Formula for Gaussian Processes
scientific article; zbMATH DE number 5041002

    Statements

    title
    Wick-Itô Formula for Gaussian Processes (English)
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    author
    David Nualart
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    Murad S. Taqqu
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    publication date
    13 July 2006
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    zbMATH Keywords
    Fractional Brownian motion
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    Itô formula
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    Malliavin calculus
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    Stochastic integration
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    Identifiers

    Mathematics Subject Classification ID
    60H07
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    60G18
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    60G15
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    zbMATH DE Number
    5041002
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    OpenAlex ID
    W2090499692
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