Forward and symmetric Wick-Itô integrals with respect to fractional Brownian motion

DOI10.1007/s11464-021-0923-8zbMath1469.60117OpenAlexW3158639131WikidataQ114222290 ScholiaQ114222290MaRDI QIDQ2048181

Litan Yan, Jianhui Zhu, Fu-Quan Xia

Publication date: 5 August 2021

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-021-0923-8

zbMATH Keywords

Malliavin calculusWick productforward integralfractional Brownian motion (fBm)

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

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