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Volumn 38, Issue 4, 2002, Pages 557-580

Probability structure preserving and absolute continuity

Author keywords

Fractional Brownian motions; Fractional calculus; Probability structure preserving mapping; Radon Nikodym derivative; Stochastic calculus; Translation

Indexed keywords


EID: 0036267644     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0246-0203(01)01104-9     Document Type: Article
Times cited : (5)

References (21)
  • 10
    • 0003776502 scopus 로고    scopus 로고
    • Fractional white noise calculus and applications to finance
    • Preprint, University of Oslo
    • (1999)
    • Hu, Y.Z.1    Øksendal, B.2
  • 16
    • 0010716989 scopus 로고
    • Processus aléatoires gaussiens
    • Les Presses de l'Université de Montréal, Montreal, Quebec
    • (1968)
    • Neveu, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.