Fractional geometric mean-reversion processes
| dc.contributor.author | Nguyen, Tien Dung | |
| dc.date.accessioned | 2016-12-20T20:12:22Z | |
| dc.date.available | 2016-12-20T20:12:22Z | |
| dc.date.issued | 2016-12-21 | |
| dc.identifier.uri | http://ds.libol.fpt.edu.vn/handle/123456789/2115 | |
| dc.description | 6 pages | en_US |
| dc.description.abstract | Page 1. J. Math. Anal. Appl. 380 (2011) 396–402 Contents lists available at ScienceDirect Journal of Mathematical Analysis and Applications www.elsevier.com/locate/jmaa Note Fractional geometric mean-reversion processes Nguyen Tien Dung Department of Mathematics, FPT University, 8 Ton That Thuyet, Cau Giay, Hanoi, Viet Nam article info abstract Article history: Received 23 March 2010 Available online 15 March 2011 Submitted by Goong Chen Keywords: Fractional Brownian motion Stochastic integrals Semimartingale Malliavin calculus ... | en_US |
| dc.language.iso | en | en_US |
| dc.subject | Fractional Brownian motion | en_US |
| dc.subject | Stochastic integrals | en_US |
| dc.subject | Semimartingale | en_US |
| dc.subject | Malliavin calculus | en_US |
| dc.title | Fractional geometric mean-reversion processes | en_US |
| dc.type | Other | en_US |
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