The link between fractional and stochastic calculus established in part I of this paper is investigated in more detail. We study a fractional integral operator extending the Lebesgue-Stieltjes integral and introduce a related concept of stochastic integral which is similar to the so -called forward
✦ LIBER ✦
Integration with respect to fractal functions and stochastic calculus. I
✍ Scribed by M. Zähle
- Publisher
- Springer
- Year
- 1998
- Tongue
- English
- Weight
- 406 KB
- Volume
- 111
- Category
- Article
- ISSN
- 1432-2064
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