Probability and Its Applications - Stochastic Calculus for Fractional Brownian Motion and Applications
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Published By Springer London

9781852339968, 9781846287978

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Local time for fractional Brownian motion

Probability and Its Applications - Stochastic Calculus for Fractional Brownian Motion and Applications ◽

10.1007/978-1-84628-797-8_10 ◽

2008 ◽

pp. 239-269

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Local Time

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Stochastic partial differential equations driven by fractional Brownian fields

Probability and Its Applications - Stochastic Calculus for Fractional Brownian Motion and Applications ◽

10.1007/978-1-84628-797-8_8 ◽

2008 ◽

pp. 181-206

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Partial Differential

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A useful summary

Probability and Its Applications - Stochastic Calculus for Fractional Brownian Motion and Applications ◽

10.1007/978-1-84628-797-8_6 ◽

2008 ◽

pp. 147-166

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Wiener and divergence-type integrals for fractional Brownian motion

Probability and Its Applications - Stochastic Calculus for Fractional Brownian Motion and Applications ◽

10.1007/978-1-84628-797-8_2 ◽

2008 ◽

pp. 23-45

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Divergence Type

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Intrinsic properties of the fractional Brownian motion

Probability and Its Applications - Stochastic Calculus for Fractional Brownian Motion and Applications ◽

10.1007/978-1-84628-797-8_1 ◽

2008 ◽

pp. 5-20 ◽

Cited By ~ 1

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Intrinsic Properties

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Stochastic optimal control and applications

Probability and Its Applications - Stochastic Calculus for Fractional Brownian Motion and Applications ◽

10.1007/978-1-84628-797-8_9 ◽

2008 ◽

pp. 207-238 ◽

Cited By ~ 1

Keyword(s):

Optimal Control ◽

Stochastic Optimal Control

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Pathwise integrals for fractional Brownian motion

Probability and Its Applications - Stochastic Calculus for Fractional Brownian Motion and Applications ◽

10.1007/978-1-84628-797-8_5 ◽

2008 ◽

pp. 123-145

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion

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WickItô Skorohod (WIS) integrals for fractional Brownian motion

Probability and Its Applications - Stochastic Calculus for Fractional Brownian Motion and Applications ◽

10.1007/978-1-84628-797-8_4 ◽

2008 ◽

pp. 99-122

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion

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Fractional Wick Itô Skorohod (fWIS) integrals for fBm of Hurst index H >1/2

Probability and Its Applications - Stochastic Calculus for Fractional Brownian Motion and Applications ◽

10.1007/978-1-84628-797-8_3 ◽

2008 ◽

pp. 47-97

Keyword(s):

Hurst Index

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Fractional Brownian motion in finance

Probability and Its Applications - Stochastic Calculus for Fractional Brownian Motion and Applications ◽

10.1007/978-1-84628-797-8_7 ◽

2008 ◽

pp. 169-180

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion

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