Integration with respect to fractal functions and stochastic calculus. I
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Publication:1265413
DOI10.1007/s004400050171zbMath0918.60037OpenAlexW2003427294MaRDI QIDQ1265413
Publication date: 2 August 1999
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050171
Fractional derivatives and integrals (26A33) Integrals of Riemann, Stieltjes and Lebesgue type (26A42) Stochastic integrals (60H05)
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