dc.rights.license | CC-BY-NC-ND | |
dc.contributor.advisor | Oosterlee, C.W. | |
dc.contributor.author | Zaugg, Nicky | |
dc.date.accessioned | 2022-07-14T00:01:06Z | |
dc.date.available | 2022-07-14T00:01:06Z | |
dc.date.issued | 2022 | |
dc.identifier.uri | https://studenttheses.uu.nl/handle/20.500.12932/41739 | |
dc.description.sponsorship | Utrecht University | |
dc.language.iso | EN | |
dc.subject | Stochastic integration for fractional Brownian motion requires an extension of Ito calculus. In the thesis we present a method using Malliavin Calculus | |
dc.title | Stochastic Calculus for Fractional Brownian Motion | |
dc.type.content | Master Thesis | |
dc.rights.accessrights | Open Access | |
dc.subject.keywords | Fractional Brownian Motion, Stochastic Integration, Malliavin Calculus, White
Noise Theory | |
dc.subject.courseuu | Mathematical Sciences | |
dc.thesis.id | 5461 | |