White noise-based stochastic calculus with respect to multifractional Brownian motion
type: Item
instance of: scholarly article
title: White noise-based stochastic calculus with respect to multifractional Brownian motion
zbMATH Open document ID: 1326.60079
DOI: 10.1080/17442508.2012.758727
author: Joachim Lebovits
author: Jacques Lévy-Véhel
published in: Stochastics
publication date: 2014-08-14T00:00:00Z
full work available at URL: StochasticCalculusmBmWhiteNoise preprint le 26 03 2011.pdf
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H40
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 58J65
zbMATH DE Number: 6330191
zbMATH Keywords: stochastic calculus
zbMATH Keywords: Wick-Itō stochastic integral
zbMATH Keywords: multifractional Brownian motion
zbMATH Keywords: white noise theory
zbMATH Keywords: Gaussian processes
zbMATH Keywords: \(S\)-transform
zbMATH Keywords: Itō formula
zbMATH Keywords: Tanaka formula
MaRDI profile type: Publication
OpenAlex ID: W1977698657
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description: scientific article; zbMATH DE number 6330191