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Integration with respect to fractal functions and stochastic calculus. I

1998603 citationsJournal Articlebronze Open Access

Authors

Martina Zähle · Ernst Abbe University of Applied Sciences Jena

Topics & Keywords

Probabilistic and Robust Engineering Design Fractional Differential Equations Solutions Stochastic processes and financial applications

Publication Details

Published in: Probability Theory and Related Fields

Volume 111, Issue 3, pp. 333-374

DOI: 10.1007/s004400050171

Field-Weighted Citation Impact: 13.08

Integration with respect to fractal functions and stochastic calculus. I | Researchclopedia