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dc.rights.licenseCC-BY-NC-ND
dc.contributor.advisorOosterlee, C.W.
dc.contributor.authorZaugg, Nicky
dc.date.accessioned2022-07-14T00:01:06Z
dc.date.available2022-07-14T00:01:06Z
dc.date.issued2022
dc.identifier.urihttps://studenttheses.uu.nl/handle/20.500.12932/41739
dc.description.sponsorshipUtrecht University
dc.language.isoEN
dc.subjectStochastic integration for fractional Brownian motion requires an extension of Ito calculus. In the thesis we present a method using Malliavin Calculus
dc.titleStochastic Calculus for Fractional Brownian Motion
dc.type.contentMaster Thesis
dc.rights.accessrightsOpen Access
dc.subject.keywordsFractional Brownian Motion, Stochastic Integration, Malliavin Calculus, White Noise Theory
dc.subject.courseuuMathematical Sciences
dc.thesis.id5461


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