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ArticleMultiple fractional integrals

G. Kallianpur1999

OA

Articlebronze1999

Multiple fractional integrals

39 citations·0/0 files stored·Probability Theory and Related Fields

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

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References

1951Multiple Wiener Integral 1997Arbitrage with Fractional Brownian Motion 1978Stochastic and Multiple Wiener Integrals for Gaussian Processes 1982The multiple stochastic integral

Cited by

1999Chaos decomposition of multiple fractional integrals and applications 2016Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean 2002Stochastic calculus for fractional Brownian motion. I. Theory 2005Multiple fractional integral with Hurst parameter less than 1 2 2016Stochastic Analysis of Gaussian Processes via Fredholm Representation

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Details

Year1999

Typearticle

Published1999-11-01

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languageen

Citations39

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s004400050247

openalex_workW2027509999

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