Integration with respect to the non-commutative fractional Brownian motion
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Publication:2419672
DOI10.3150/18-BEJ1048zbMath1466.60109arXiv1803.04834WikidataQ127708256 ScholiaQ127708256MaRDI QIDQ2419672
Publication date: 14 June 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.04834
Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Classifications of (C^*)-algebras (46L35)
Related Items
Integration with respect to the non-commutative fractional Brownian motion ⋮ On eigenvalues of the Brownian sheet matrix ⋮ Integration with respect to the Hermitian fractional Brownian motion ⋮ On the non-commutative multifractional Brownian motion
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