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Modern Stochastics: Theory and Applications


 
Author: Taras Shalaiko   
 

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Integral representation with respect to fractional Brownian motion under a log-Hölder assumption
   
Taras Shalaiko   Georgiy Shevchenko ORCID icon link to view author Georgiy Shevchenko details  
https://doi.org/10.15559/15-VMSTA35CNF
Pub. online: 25 Sep 2015      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 2, Issue 3 (2015): PRESTO-2015, pp. 219–232
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