General transfer formula for stochastic integral with respect to multifractional Brownian motion

DOI10.1007/s10959-023-01258-5MaRDI QIDQ6204809

Christian Bender, Joachim Lebovits, Jacques Lévy-Véhel

Publication date: 2 April 2024

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

Wick-Itô integralwhite noise theoryfractional and multifractional Brownian motions

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) White noise theory (60H40) Stochastic integrals (60H05)

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