Anna Amirdjanova
University of Michigan
Title: Multiple stochastic integrals with respect to persistent fractional Brownian motion and their applications in nonlinear filtering.

We will discuss properties of multiple Ito and Stratonovich type integrals with respect to fractional Brownian motion (fBm) with Hurst index 1/2 This is a joint work with Sebastien Chivoret.
©2005, Department of Mathematical Sciences
Last Modified: March 10, 2005