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Fabian A. Harang; Torstein K. Nilssen; Frank N. Proske
Stochastics, 2022. doi: 10.1080/17442508.2022.2027948
Girsanov theorem for multifractional Brownian processes
2022-01-27T03:46:59+05:30
LaTeX with hyperref package + hypdvips
2022-01-27T08:36:24+05:30
2022-01-27T08:36:24+05:30
Multifractional calculus; fractional calculus of variable order; multifractional Brownian motion; regularization; stochastic differential equations
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