Selected aspects of fractional Brownian motion.
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Publication:455365
zbMath1274.60006MaRDI QIDQ455365
Publication date: 5 October 2012
Published in: Bocconi \& Springer Series (Search for Journal in Brave)
fractional Brownian motioncetral and non-central limit theoremsMalliavin Calculusnon-commutative fractional Brownian motion
Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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