Integration by parts for pinned Brownian motion
نویسندگان
چکیده
منابع مشابه
Stochastic Integration for Tempered Fractional Brownian Motion.
Tempered fractional Brownian motion is obtained when the power law kernel in the moving average representation of a fractional Brownian motion is multiplied by an exponential tempering factor. This paper develops the theory of stochastic integrals for tempered fractional Brownian motion. Along the way, we develop some basic results on tempered fractional calculus.
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ژورنال
عنوان ژورنال: Mathematical Research Letters
سال: 1995
ISSN: 1073-2780,1945-001X
DOI: 10.4310/mrl.1995.v2.n2.a5