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Results tagged with stochastic-processes
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user 110069
A stochastic process is a collection of random variables usually indexed by a totally ordered set.
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fractional Brownian Motion driven stochastic integrals
We consider a stochastic process $\left(X_{t}\right)_{t\geq 0}$, defined as an integral process, s.t. $$X_{t}=\int_{0}^{t}u_{s}\,dB_{s}^{H}.$$
With a fractional Brownian motion $B^H_{t}$.
If $H\neq\fr …
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