Stieltjes integrals of Hölder continuous functions with applications to fractional Brownian motion

Journal of Statistical Physics

Volumn 100, Issue 5-6, 2000, Pages 1049-1069

  Ruzmaikina, A A ^a,b  

^a PRINCETON UNIVERSITY   (United States)

^b University of Virginia   (United States)

Author keywords

Fractional Brownian motion; Stieltjes integrals; Stochastic differential equations

Indexed keywords

EID: 0034258581     PISSN: 00224715     EISSN: None     Source Type: Journal    
DOI: 10.1023/a:1018754806993     Document Type: Article

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