Random variables as pathwise integrals with respect to fractional Brownian motion

Stochastic Processes and their Applications - Tập 123 - Trang 2353-2369 - 2013
Yuliya Mishura1, Georgiy Shevchenko1, Esko Valkeila2
1Department of Mechanics and Mathematics, Kiev National Taras Shevchenko University, Volodomirska 60, 01601 Kiev, Ukraine
2Department of Mathematics and Systems Analysis, Aalto University, P.O. box 11100, FI-00076 Aalto, Finland

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Stochastic Processes and their Applications

Tập 123

2353-2369

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