scientific article
From MaRDI portal
Publication:2754791
zbMath0985.60057MaRDI QIDQ2754791
Yurij V. Krvavych, Yuliya S. Mishura
Publication date: 4 November 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Processes with independent increments; Lévy processes (60G51) Fractional derivatives and integrals (26A33) Stochastic integrals (60H05)
Related Items (3)
Fractional term structure models: No-arbitrage and consistency ⋮ Conditional Distributions of Processes Related to Fractional Brownian Motion ⋮ On arbitrage and Markovian short rates in fractional bond markets
This page was built for publication:
