Stochastic integral equations without probability

Bernoulli

Volumn 6, Issue 3, 2000, Pages 401-434

  Mikosch, Thomas ^a,b   Norvaiša, Rimas ^c  

^a UNIVERSITY OF GRONINGEN   (Netherlands)

^b EURANDOM   (Netherlands)

^c VILNIUS UNIVERSITY   (Lithuania)

Author keywords

Chain rule; Extended riemann stieltjes integral; Fractional brownian motion; L vy process; p variation; Stable process; Stochastic integral equation

Indexed keywords

EID: 0013336217     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318668     Document Type: Article

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