Stochastic calculus for fractional Brownian motion. I. Theory

SIAM Journal on Control and Optimization

Volumn 38, Issue 2, 2000, Pages 582-612

  Duncan, Tyrone E ^a   Hu, Yaozhong ^a   Pasik Duncan, Bozenna ^a  

^a UNIVERSITY OF KANSAS   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

VARIATIONAL TECHNIQUES;

FRACTIONAL BROWNIAN MOTION; STOCHASTIC CALCULUS;

BROWNIAN MOVEMENT;

EID: 0033878593     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S036301299834171X     Document Type: Article

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