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On the Link Between Fractional and Stochastic Calculus · Study

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ChapterOn the Link Between Fractional and Stochastic Calculus

Martina Zähle2007

Chapter2007

On the Link Between Fractional and Stochastic Calculus

58 citations·0/0 files stored·Springer eBooks

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Stochastic processes and financial applications Fractional Differential Equations Solutions Fuzzy Systems and Optimization

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References

1983Stochastic Differential Equations and Diffusion Processes 2006The Malliavin Calculus and Related Topics 1995The Malliavin Calculus and Related Topics 1999Stochastic Analysis of the Fractional Brownian Motion 1998Integration with respect to fractal functions and stochastic calculus. I 1988Stochastic calculus with anticipating integrands 1978On the Gap Between Deterministic and Stochastic Ordinary Differential Equations 1993Forward, backward and symmetric stochastic integration

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2014On drift parameter estimation in models with fractional Brownian motion 2002Generalized Integration and Stochastic ODEs 2002Itô's formula for C 1,λ -functions of a càdlàg process and related calculus

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Year2007

Typechapter

Published2007-12-13

VenueSpringer eBooks

Languageen

Citations58

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/0-387-22655-9_13

openalex_workW19324722

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