BooksStandalone TitlesCollected Volumepp. 475–488

Stochastic calculus with respect to the fractional Brownian motion

  • David Nualart

    University of Kansas, Lawrence, USA
Stochastic calculus with respect to the fractional Brownian motion cover
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Abstract

In this note we survey some recent results on the stochastic calculus with respect to a fractional Brownian motion using Riemann sums approximations.