Transformation formulas for fractional Brownian motion

Stochastic Processes and their Applications

Volumn 116, Issue 10, 2006, Pages 1341-1357

  Jost, Céline ^a  

^a UNIVERSITY OF HELSINKI   (Finland)

Author keywords

Fractional Brownian motion; Fractional calculus; Integral transform; Stochastic integration

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; INTEGRAL EQUATIONS; INTEGRATION; RANDOM PROCESSES;

FRACTIONAL BROWNIAN MOTION; FRACTIONAL CALCULUS; INTEGRAL TRANSFORM; STOCHASTIC INTEGRATION;

BROWNIAN MOVEMENT;

EID: 33748743623     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2006.02.006     Document Type: Article

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