1999•Potential AnalysisRequires access

Stochastic Analysis of the Fractional Brownian Motion

Laurent Decreusefond, Ali Süleyman Üstünel

Open publisher page 779 citations

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Key concepts: Girsanov theorem, Martingale representation theorem, Mathematics, Stochastic calculus, Martingale (probability theory), Fractional Brownian motion, Brownian motion, Calculus (dental)