General transfer formula for stochastic integral with respect to multifractional Brownian motion (Q6204809)
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scientific article; zbMATH DE number 7826615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General transfer formula for stochastic integral with respect to multifractional Brownian motion |
scientific article; zbMATH DE number 7826615 |
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General transfer formula for stochastic integral with respect to multifractional Brownian motion (English)
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2 April 2024
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fractional and multifractional Brownian motions
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white noise theory
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Wick-Itô integral
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