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Modern Stochastics: Theory and Applications


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Integral representation with respect to fractional Brownian motion under a log-Hölder assumption

Replication of Wiener-Transformable Stochastic Processes with Application to Financial Markets with Memory
Elena Boguslavskaya, Yuliya Mishura, Georgiy Shevchenko
https://doi.org/10.1007/978-3-030-02825-1_14
Book:  Springer Proceedings in Mathematics & Statistics (Stochastic Processes and Applications) Volume 271 (2018), p. 335


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